Dr. Onésimo Hernández-Lerma

Research Interests

  • Optimal control of stochastic systems
  • Stochastic games
  • Infinite-dimensional linear programming
  • Markov processes

Teaching, research, and professional activities

I have taught a whole range of mathematics, operations research, probability, and stochastic processes courses to students of all levels, from first year undergraduate to Ph.D. level. These include courses in calculus, linear algebra, complex variables,..., linear programming, dynamic programming, deterministic and stochastic control theory, stochastic differential equations, statistics, probability theory,...; they also include service courses to engineers and science students.

I have supervised 20 Ph.D. theses in mathematics, and 40 M.Sc. students.

My research has been mainly concentrated on problems concerning stochastic systems (stability, estimation, ergodicity, optimal control, adaptive control, multiobjective problems), infinite–dimensional linear programming, and stochastic games. On these and related subjects, I am the author or coauthor of over 130 publications, including research papers, books and advanced monographs.

I have been a reviewer of research proposals for national and international agencies, and a reviewer for Mathematical Reviews (since 1986) and over 60 journals, special volumes and conference proceedings.

I was a Guest Editor, together with J.B. Lasserre, of the Annals of Operations Research Special Volumes 28 and 29 (1991) on Markov Decision Processes, Associate Editor of the SIAM Journal on Control and Optimization (1991–1996), the Boletín de la Sociedad Matemática Mexicana (1995-2005), and Communicating Editor of the Journal of Mathematical Systems, Estimation, and Control (1992–1998).

At present, I am a member of the editorial board of several international journals such as Dynamic Games and Applications, Journal of Dynamics and Games, International Journal of Stochastic Analysis, International Journal of Mathematics and Mathematical Sciences, TOP, and Applicationes Mathematicae (Warsaw), Published by the Polish Academy of Sciences, among other periodical publications.