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**145. ** *"Stability of the replicator dynamics for games in metric spaces".* J. Dyn. Games **4** (2017), 319–333, with S. Mendoza–Palacios.

**144. ***"A note on differential games with Pareto-optimal Nash equilibria: Deterministic and stochastic models". * J. Dyn. Games **4** (2017), 195–203, with A. Fonseca-Morales. DOI: 10.3934/jdg.2017012.

**143. ** * "A survey of static and dynamic potential games". * Invited paper. Science China Math. **59** (2016), pp. 2075-2102, with D. Gonzalez-Sanchez. DOI: 10.1007/s11425-016-0264-6.

**142.** * "Uniform ergodicity of continuous–time controlled Markov chains: a survey and new results".* Ann. Oper. Res. **241** (2016), pp. 249-293, with T. Prieto–Rumeau.

**141.** * "Ergodic control of pollution with cost constraints".* In: Modern Trends in Controlled Stochastic Processes: Theory and applications, Vol. II, edited by A. B. Piunovskiy, Luniver Press, 2015, pp. 213-230, Frome, U.K., with A.F. Mendoza-Perez and H. Jasso-Fuentes.

**140.** *"Evolutionary dynamics on measurable strategy spaces: asymmetric games.".* Journal of Differential Equations **259** (2015), pp. 5709-5733, with S. Mendoza-Palacios.

**139.** *"The Mitra--Wan forestry model: a discrete--time optimal control problem.".* Natural Resource Modeling **28** (2015), pp. 152-168, with L.R. Laura--Guarachi. DOI:10.1111/nrm.12061.

**138.** *"The Lagrange approach to ergodic control of diffusions with cost constraints".* Optimization **64** (2015), pp. 179-196, with A.F. Mendoza–Pérez and H. Jasso–Fuentes.

**137.** *"Dynamic potential games: the discrete-time stochastic case".* Dynamic Games and Applications **4** (2014), pp. 309-328,, DOI:10.1007/s13235-014-0105-3, with D. González–Sánchez.

**136.** *"On the Euler equation approach to discrete–time nonstationary optimal control problems".* Journal of Dynamics and Games **1** (2014), pp. 57-78, with D. González–Sánchez.

**135.** * "An inverse optimal problem in discrete-time stochastic control".* Journal of Difference Equations and Applications **19** (2013), pp. 39-53, with D. González-Sánchez.

**134.** *"Discounted continuous–time controlled Markov chains: convergence of control models".* J. Appl. Probab. **49** (2012), pp. 1072-1090, with T. Prieto–Rumeau.

**133.** *"First passage problems for nonstationary discrete–time stochastic control systems".* Euro. J. Control **18** (2012), pp. 528–538, with X.P. Guo and A. Hernández–del–Valle.

**132.** *"Toma de decisiones de agentes racionales con procesos markovianos: avances recientes en economía y finanzas". * El Trimestre Económico **79** (2012), pp. 733–779, con F. Venegas–Martínez.

**131.** * "Optimal ergodic control of Markov diffusion processes with minimum variance".* Stochastics,

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**130.** *"Overtaking optimality for controlled Markov-modulated diffusions",* Optimization **61** (2012), pp. 1405-1426, with B.A. Escobedo-Trujillo. DOI:10.1080/02331934.2011.565417.

**129.** * "Bias and overtaking equilibria for zero-sum stochastic differential games".* J. Optim. Theory Appl. **153** (2012), pp. 662-687, with B.A. Escobedo-Trujillo and J.D. López-Barrientos.

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** 128.** *"Deterministic optimal policies for Markov control processes with pathwise constraints."* Applicationes Mathematicae (Warsaw) **39** (2012), pp. 185–209, with A.F. Mendoza–Pérez.

** 127.***"Variance-minimization of Markov control processes with pathwise constraints",* Optimization **61** (2012), pp. 1427-1447, with A.F. Mendoza-Pérez. DOI:10.1080/02331934.2011.565762

** 126.** *"A multiobjective formulation of optimal control problems with additive costs,"* in Administración de Riesgos: Modelos y Entorno Financiero **III** (2011), UAM-Azcapotzalco, pp. 245-271, with L.F. Hoyos-Reyes.

** 125.** *"Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases",* Syst. Control Lett. **60** (2011), pp. 503-509, with X.P. Guo and A. Hernández-del-Valle.

** 124.***"New optimality conditions for average-payoff continuous-time Markov games in Polish spaces",* Science China Math. **54** (2011), pp. 793-816, doi:10.1007/s11425-011-4186-9, with X.P. Guo.

** 123.** *"Asymptotic normality of discrete-time Markov control processes",* J. Applied Probab. **47** (2010), pp. 778-795, with A.F. Mendoza-Pérez.

** 122.** *"Nonstationary discrete-time deterministic and Stochastic control systems with infinite horizon",* International Journal of Control **83** (2010), pp. 1751-1757, with X.P. Guo and A. Hernández-del-Valle.

** 121.** *"Overtaking optimal strategies and sensitive discount optimality for controlled diffusions",* in: Modern Trends in Controlled Stochastic Processes, edited by A.B. Piunovskiy, Luniver Press, Frome, U.K., 2010, pp. 102-122, with H. Jasso-Fuentes.

** 120.** *"Policy iteration and finite approximations to discounted continuous-time controlled Markov chains",* in: Modern Trends in Controlled Stochastic Processes, edited by A.B. Piunovskiy, Luniver Press, Frome, U.K., 2010, pp. 84-101, with T. Prieto-Rumeau.

** 119.** *"The vanishing discount approach to constmined continuous-time contrallen Markov chains",* Syst. Control Lett. **59** (2010), pp. 504-509, with T. Prieto-Rumeau.

** 118.** *"Markov control processes with pathwise constraints",* Math. Meth. Oper. Res. **71** (2010), pp. 477-502 with Armando F. Mendoza-Pérez.

** 117.** *"Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains", * Math. Meth. Oper. Res. **70** (2009), pp. 527-540, with T. Prieto-Rumeau.

** 116.** *"Blackwell optimality for controlled diffusion processes"*, J. Appl. Probab. **46** (2009), pp. 372-391, with H. Jasso-Fuentes.

** 115.** *"Ergodic control, bias and sensitive discount optimality for Markov diffusion processes"*, Stoch. Anal. Appl. **27** (2009), pp. 363-385, with H. Jasso-Fuentes.

** 114.** *"The vanishing discount approach to average reward optimality: the strongly and the weakly continuous cases"*, Morfismos **12** (2008), pp. 1-15, with T. Prieto-Rumeau.

** 113.** *"Existence and regularity of nonhomogeneous Q(t)-processes under measurability conditions"*, J. Theoret. Probab. **21** (2008), pp. 604-627, with L. Ye and X.P. Guo.

** 112.** *"Characterizations of overtaking optimality for controlled diffusion processes"*, Appl. Math. Optim. **57** (2008), pp. 349-369, with H. Jasso-Fuentes.

** 111.** *"Ergodic control of continuous-time Markov chains with pathwise constraints"*, SIAM J. Control Optim. **47** (2008), pp. 1888-1908, with T. Prieto-Rumeau.

** 110.** Comments on:* "Dynamic priority allocation via restless bandit marginal productivity indices"*, [TOP 15 (2007), 161-198] by J. Niño-Mora **TOP 15** (2007), 208-210.

** 109.** * "Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs"*, Adv. Appl. Probab. **39** (2007), pp. 645-668, with X. Guo.

** 108.** * "A unified approach to continuous-time discounted Markov control processes"*, Invited paper. Morfismos **10** (2006), pp. 1-40, with T. Prieto-Rumeau.

** 107.** * "A survey of recent results on continuous-time Markov decision processes"*, TOP **14** (2006), pp. 177-261, with X. Guo. and T. Prieto-Rumeau.

** 106.** * "Asymptotic convergence of metaheuristics for multiobjective optimization problems"*, Soft Computing **10** (2006), pp. 1001-1005, with M. Villalobos-Arias and C.A. Coello Coello.

** 105.** * "Asymptotic convergence of a simulated annealing for multiobjective optimization problems"*, Math. Meth. Oper. Res. **64** (2006), pp. 353-362, with M. Villalobos-Arias and C.A. Coello Coello.

** 104.** * "Existence of Nash equilibria for constrained stochastic games"*, Math. Meth. Oper. Res. **63** (2006), pp. 261-285, with J. Alvarez-Mena.

** 103.** *"On solutions to the mass transfer problem"*, SIAM J. Optim. **17** (2006), pp. 485-499, with J.González-Hernández and J. R. Gabriel.

** 102.** *"Bias optimality for continuous-time controlled Markov chains"*, SIAM J. Control Optim. **45** (2006), pp. 51-73, with T. Prieto-Rumeau.

** 101.** * "Approximation of general optimization problems"*, Invited paper. Morfismos **9** (2005), pp. 1-20, with J. Alvarez-Mena.

** 100.** * "Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates"*, Bernoulli **11** (2005), pp. 1009-1029, with X. Guo.

** 99.** *"Extreme points of sets of randomized strategies in constrained optimization and control problems"*, SIAM J. Optim. **15** (2005), pp. 1085-1104, with J. González-Hernández.

** 98.** * "Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs"*, J. Appl. Probab. **42** (2005), 303-320, with X. Guo.

** 97.** *"Bias and overtaking equilibria for zero-sum continuous-time Markov games"*, Math. Meth. Oper. Res. **61** (2005), pp. 437-454, with T. Prieto-Rumeau.

** 96.** *"Convergence and approximation of optimization problems"*, SIAM J. Optim. **15** (2005), pp. 527-539, with J. Alvarez-Mena.

** 95.** *"The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains "*, Math. Meth. Oper. Res. **61** (2005), pp. 123-145, with T. Prieto-Rumeau.

** 94.** * "Multiobjective Markov control processes: a linear programming approach"*, Invited paper. Morfismos **8** (2004), pp. 1-33, with R. Romera.

** 93.** * "The scalarization approach to multiobjective Markov control problems: why does it work?"*, Appl. Math. Optim. **50** (2004), pp. 279-293, with R. Romera.

** 92.** * "Zero-sum games for nonhomogeneus Markov chains with expected average payoff criteria"*, Applied and Computational Math. **3** (2004), pp. 10-22, with X. Guo.

** 91.** * "The Lagrange approach to constrained Markov control processes: a survey and extension of results"*, Invited paper. Morfismos **7** (2003), pp. 1-26, with R. R. López-Martínez.

** 90.** *"Continuous-time controlled Markov chains with discounted rewards"*, Acta Appl. Math. **79** (2003), pp. 195-216, with X. Guo.

** 89.** *"Constrained average cost Markov control processes in Borel spaces"*, SIAM J. Control Optim. **42** (2003), pp. 442-468, with J.González-Hernández and R.R. López Martínez

** 88.** *"Bias optimality versus strong 0-discount optimaly in Markov control processes with unbounded costs"*, Acta Appl. Math.**77** (2003), pp. 215-235, with N. Hilgert.

** 87.** * "Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates"*, J. Appl. Probab. **40** (2003), pp. 327-345, with X. Guo.

** 86.** * "Constrained continuous-time Markov control processes with discounted criteria"*, Stoch. Anal. Appl. **21** (2003), pp. 379-399, with X. Guo.

** 85.** * "Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion" *, IEEE Trans. Automatic Control **48** (2003), pp. 236-245, with X. Guo.

** 84.** * "Minimax control of discrete time stochastic systems" *, SIAM J. Control Optim. **41** (2003), pp. 1626-1659, with J.I. González-Trejo and L.F. Hoyos-Reyes.

** 83.** * "Performance analysis and optimal control of the Geo/Geo/c queue" *, Performance Evaluation **52** (2003), pp. 15-39, with J.R. Artalejo.

** 82.** * "Continuous-time controlled Markov chains" *, Ann. Appl. Prob. **13** (2003), pp. 363-388, with X. Guo.

** 81.** * "Convergence of the optimal values of constrained Markov control processes" *, Math. Meth. Oper. Res. **55** (2002), pp. 461-484, with J. Alvarez-Mena.

** 80.** * "Strong duality of the Monge-Kantorovich mass transfer problem in metric spaces" *, Math. Zeit. **239** (2002), pp. 579-591, with J. R. Gabriel.

** 79.** * "The linear programming approach" *, Chapter **12** in Handbook of Markov Decision Processes, edited by E.A. Feinberg and A. Shwartz, Kluwer, Boston, (2002), pp. 377-407, with J. B. Lasserre.

** 78.** * "The Lagrange approach to infinite linear programs" *, Top **9** (2001), pp. 293-314, with J.R. Gabriel and R.R. López-Martinez.

** 77.** * "Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon" *, Acta Appl. Math. **67** (2001), pp. 277-293, with T.E. Govindan.

** 76.** * "A multiobjective control approach to priority queues" *, Math. Meth. Oper. Res. **53** (2001), pp. 265-277, with L.F. Hoyos Reyes.

** 75.** *" On the probabilistic multichain Poisson Equation" *, Appl. Math. (Warsaw)**79** (2003), pp. 225-243, with J.B. Lasserre.

** 74.** *"Limiting discouted-cost control of partially observable stochastic systems"*, SIAM J. Control Optim. **40** (2001), pp. 348-369, with R. Romera.

** 73.** *"Limiting average cost control problems in a class of discrete-time stochastic systems"*, Appl. Math. (Warsaw) **28** (2001), pp. 111-123, with N. Hilgert.

** 72.** * "Strong duality of the general capacity problem in metric spaces" *, Math. Meth. Oper. Res. **53** (2001), pp. 25-34, with J.R. Gabriel.

** 71.** * "Further criteria for positive Harris recurrence of Markov chains"*, Proc. Amer. Math. Soc. **129** (2001), 1521-1524, with J.B. Lasserre.

** 70.** * "Zero-sum stochastic games in Borel spaces: average payoff criteria"*, SIAM J. Control Optim. **39** (2001), pp. 1520-1539, with J.B. Lasserre.

** 69.** * "On the clasification of Markov chains via occupation maesures"*, Appl. Math. (Warsaw) **27** (2000), pp. 489-498, with J.B. Lasserre.

** 68.** * "Constrained Markov control processes in Borel spaces: the discounted case"*, Math. Meth. Oper. Res. **52** (2000), pp. 271-285, with J. González-Hernández.

** 67.** * "Fatou´s lemma Lebesgue´s convergence theorems for measures" *, J. Appl. Math. Stoch. Anal. **13** (2000), pp. 137-146, with J.B. Lasserre.

** 66.** * "Limiting optimal discouted-cost control of a class of time-varying stochastic systems" *, Syst. Control Lett. **40** (2000), pp. 37-42, with N. Hilgert.

** 65.** * "Sample-path optimality and variance-minimization of average cost Markov control processes "*, SIAM J. Control Optim. **38** (2000), pp. 79-93, with O. Vega-Amaya and G. Carrasco.

** 64.** * "Markov control processes with the expected total-cost criterion: optimality, stability, and transient models" *, Acta Appl. Math. **59** (1999), pp. 377-392, with G. Carrasco and R. Pérez-Hernández.

** 63.** * "Semi-Markov control models with average costs"*, Appl. Math. (Warsaw) **26** (1999), pp. 315-331, with F. Luque-Vásquez.

** 62.** * "Envelopes of sets of measures, tightness, and Markov control processes"*, Appl. Math. Optim. **40** (1999), pp. 377-392, with J. González-Hernández.

** 61.** * "Ergodic theorems and ergodic decomposition for Markov chains"*, Acta Appl. Math. **54** (1998), pp. 99-119, with J.B. Lasserre.

** 60.** * "Approximation schemes for infinite linear programs"*, SIAM J. Optim. **8** (1998), pp. 973-988, with J.B. Lasserre.

** 59.** * "Linear programming approximations for Markov control processes in metric spaces"*, Acta Appl. Math. **51** (1998), pp. 123-139, with J.B. Lasserre.

** 58.** * "Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality "*, Appl. Math. (Warsaw) **25** (1998), pp. 153-178, with O. Vega-Amaya.

** 57.** * "Existence and uniqueness of fixed points for Markov operators and Markov processes"*, Proc. London Math. Soc. **76** (1998), pp. 711-736, with J.B. Lasserre.

** 56.** * "Infinite linear programming and multichain Markov control processes in uncountable spaces"*, SIAM J. Control Optim. **36** (1998), pp. 313-335, with J. González-Hernández.

** 55.** * "Cone-constrained linear equations in Banach spaces"*, J. Convex. Anal. **4** (1997), pp. 149-164, with J.B. Lasserre.

** 54.** * "Policy iteration for average cost Markov control processes on Borel spaces"*, Acta Appl. Math. **47** (1997), pp. 125-154, with J.B. Lasserre.

** 53.** * "The linear programming formulation of optimal control problems"*, Texas Tech University Math. Series, Visiting Scholars Lectures 1993-1996, **19** (1997), pp. 1-17.

** 52.** * "An extension of the Vitali-Hahn-Saks theorem"*, Proc. Amer. Math. Soc. **124** (1996), pp. 3673-3676, correction, ibid. **126** (1998), 949, with J.B. Lasserre.

** 51.** * "The linear programming approach to deterministic optimal control problems"*, Appl. Math. (Warsaw) **24** (1996), pp. 17-33, with D. Hernández-Hernández and M. Taskar.

** 50.** * "Existence of unbounded invariant probability densities for Markov chains"*, Stat. Prob. Lett. **28** (1996), pp. 359-366, with J.B. Lasserre.

** 49.** * "Average optimality In Markov control processes via discounted cost problems and linear programming"*, SIAM J. Control Optim. **34** (1996), pp. 295-310, with J.B. Lasserre.

** 48.** * "Value iteration in average cost Markov control processes on Borel spaces"*, Acta Appl. Math. **42** (1996), pp. 203-222, with R. Montes de Oca.

** 47.** * "Linear programming and infinite horizon problems of deterministic control theory"*, Bol. Soc. Mat. Mex.(3a. serie)**1** (1995), pp. 59-72, with D. Hernández-Hernández.

** 46.** * "Invariant probabilities for Feller-Markov chains"*, J. Appl. Math. and Stoch. Anal. **8** (1995), pp. 341-345, with J.B. Lasserre.

** 45.** * "A counterexample on the semicontinuity of minima"*, Proc. Amer. Math. Soc. **123** (1995), pp. 3175-3176, with F. Luque-Vásquez.

** 44.** * "Conditions for average optimality in Markov control processes with unbounded costs and controls"*, J. Math. Syst., Estim. and Control **5** (1995), pp. 459-477, with R. Montes de Oca.

** 43.** * "Numerical aspects of monotone approximations in convex stochastic control problems"*, Ann. Oper. Res. **56** (1995), pp. 135-156, with C. Piovesan and W.J. Runggladier.

** 42.** * "Average cost Markov control processes with weighted norms: existence of canonical policies"*, Appl. Math. (Warsaw) **23** (1995), pp. 199-218, with E. Gordienko.

** 41.** * "Average cost Markov control processes with weighted norms: value iteration"*, Appl. Math. (Warsaw) **23** (1995), pp. 219-237, with E. Gordienko.

** 40.** * "Conditions for average optimality in Markov control processes on Borel spaces"*, Bol. Soc. Mat. Mex. **39** (1994), pp. 39-50, with R. Montes de Oca and J.A. Minjárez Sosa.

** 39.** * "Discounted cost Markov decision processes on Borel spaces: The linear programming formulation"*, J. Math. Anal. Appl. **183** (1994), pp. 335-351, with D. Hernández-Hernández.

** 38.** * "Weak conditions for average optimality In Markov control processes on Borel spaces-unbounded costs"*, Syst. Control Lett. **22** (1994), pp. 287-291, with J.B. Lasserre.

** 37.** * "Linear programming and average optimality in Markov control processes"*, SIAM J. Control Optim. **32** (1994), pp. 480-500, with J.B. Lasserre.

** 36.** * "Monotone approximations for convex stochastic control problems"*, J. Math. Syst., Estim. and Control **4** (1994), pp. 99-140, with W. Runggladier.

** 35.** * "Existence of average optimal policies in Markov control processes with strictly unbounded costs"*, Kybernetika (Prague) **29** (1993), pp. 1-17.

** 34.** * "Value iteration and rolling plans for Markov control processes with unbounded rewards"*, J. Math. Anal. Appl. **177** (1993), pp. 38-55, with J.B. Lasserre.

** 33.** * "Equivalence of Lyapunov stability criteria in a class of Markov decision processes"*, Appl. Math. Optim. **26** (1992), pp. 113-137, with R. Cavazos-Cadena.

** 32.** * "Discrete-time Markov control processes with discounted unbounded costs: Optimality criteria"*, Kybernetika (Prague) **28** (1992), pp. 191-212, with M. Muñoz Ozak.

** 31.** * "Average optimality in dynamic programming on Borel spaces-unbounded costs and controls"*, Syst. Control Lett. **17** (1991), pp. 237-242.

** 30.** * "Recurrence conditions for Markov decision processes with Borel state space: A survey"*, Ann. Oper. Res. **28** (1991), pp. 29-46, with R. Montes de Oca and R. Cavazos-Cadena.

** 29.** * "On integrated square errors of recursive nonparametric estimates of nonstationary Markov processes"*, Probab. Math. Stat. **12** (1991), pp. 25-33.

** 28.** * "Recursive adaptive control of Markov decision processes with the average reward criterion"*, Appl. Math. Optim. **23** (1991), pp. 193-207, with R. Cavazos-Cadena.

** 27.** * "Average cost Markov decision processes: optimality conditions"*, J. Math. Anal. Appl. **158** (1991), pp. 396-406, with J.C. Hennet and J.B. Lasserre.

** 26.** * "Density estimation and adaptive control of Markov processes: average and discounted criteria"*, Acta Appl. Math. **20** (1990), pp. 285-307, with R. Cavazos-Cadena.

** 25.** * "Average cost optimal policies for Markov control processes with Borel state space and unbounded costs"*, Syst. Control Lett. **15** (1990), pp. 349-356, with J.B. Lasserre.

** 24.** * "Adaptive policies for priority assignment in discrete time queues-discounted cost criterion"*, Control and Cybernetics **19** (1990), pp. 149-177, with R. Cavazos-Cadena.

** 23.** * "Error bounds for rolling horizon policies in discrete-time Markov control processes"*, IEEE Trans. Automat. Control **35** (1990), pp. 1118-1124, with J.B. Lasserre.

** 22.** * "Discretization Procedures for adaptive Markov control processes"*, J. Math. Anal. Appl. **137** (1989), pp. 485-514, with S.I. Marcus.

** 21.** * "Nonparametric adaptive control of discrete-time partially observable stochastic systems"*, J. Math. Anal. Appl. **137** (1989), pp. 312-334, with S.I. Marcus.

** 20.** * "Recursive nonparametric estimation of nonstationary Markov processes"*, Bol. Soc. Mat. Mex. **33** (1988), pp. 57-69, with S.O. Esparza and B.S. Duran.

** 19.** * "A forecast horizon and a stopping for general Markov decision processes"*, J. Math. Anal. Appl. **132** (1988), pp. 388-400, with J.B. Lasserre.

** 18.** * "Controlled Markov processes: recent results on approximation and adaptive control" *, Texas Tech University Math. Series, Visiting Scholars Lectures 1986-1987, **15** (1988), pp. 91-117.

** 17.** * "Continuous dependence of stochastic control models on the noise distribution"*, Appl. Math. Optim. **17** (1988), pp. 79-89, with R. Cavazos-Cadena.

** 16.** * "Estimación de parámetros en sistemas compartamentales parcialmente observables"*, Acta Mexicana de Ciencia y Tecnología **5** No. 17 (1987), pp. 33-43, con F. Maldonado Etchegaray.

** 15.** * "Approximation and adaptive control of Markov processes: Average reward criterion"*, Kybernetika (Prague) **23** (1987), pp. 265-288.

** 14.** * "Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution"*, Syst. Control Lett. **9** (1987), pp. 307-315, with S.I. Marcus.

** 13.** * "Adaptive control of Markov processes with incomplete state information and unknown parameters"*, J. Optim. Theory Appl. **52** (1987), pp. 227-241, with S.I. Marcus.

** 12.** * "Finite-state approximation for denumerable multidimensional state discounted Markov decision processes"*, J. Math. Anal. Appl. **113** (1986), pp. 382-389.

** 11.** * "Approximation and adaptive policies in discounted dynamic programming"*, Bol. Soc. Mat. Mex. **30** (1985), pp. 25-35.

** 10.** * "Iterative adaptive control of denumerable state average-cost Markov systems"*, Control & Cybernetics **14** No. 4 (1985), pp. 313-332, with R.S. Acosta Abreu.

** 9.** * "Nonstationary value iteration and adaptive control of discounted semi-Markov processes"*, J. Math. Anal. Appl. **112** (1985), pp. 435-445.

** 8.** * "Adaptive control of discounted Markov decision chains"*, J. Optim. Theory Appl. **46** (1985), pp. 227-235, with S.I. Marcus.

** 7.** * "Control adaptable iterativo de sistemas markovianos con costo promedio"*, Acta Mexicana de Ciencia y Tecnología **II** No. 6 (1984), pp. 63-68, con R.S. Acosta Abreu.

** 6.** * "Modelos matemáticos de la adhesión de trofozoítos de Entamoeba histolytica a eritrocitos humanos"*, Acta Mexicana de Ciencia y Tecnología **II** No. 5 (1984), pp. 65-72, con R. Cano Mancera y R. López-Revilla.

** 5.** * "Optimal adaptive control of priority assignment in queueing systems"*, Syst. Control Lett. **4** (1984), pp. 65-72, with S.I. Marcus.

** 4.** * "Identification and approximation of queueing systems"*, IEEE Trans. Autom. Control **AC-29** (1984), pp. 472-474, with S.I. Marcus.

** 3.** * "Adaptive control of service in queueing systems"*, Syst. Control Lett. **3** (1983), pp. 283-289, with S.I. Marcus.

** 2.** * "Exit probabilities for a class of perturbed degenerate systems"*, SIAM J. Control Optim. **19** (1981), pp. 39-51.

** 1.** * "Lyapunov criteria for stability of differential equations with Markov parameters"*, Bol. Soc. Mat. Mex. **24** (1979), pp. 27-48.