Publications
Preprints:
• "A discretetime benchmark tracking problem in two markets subject to random environments"; with G.D. SalgadoSuárez. Submitted.
• "Price impacts on the valuation of European options: a discretetime approach"; with J.C. RodríguezBurgos and G. HernándezdelValle. Submitted.
• "A discretetime optimal execution problem with market prices subject to random environments"; with C.G. Pacheco and G.D. SalgadoSuárez. Submitted.
Papers (Published/Forthcoming):
 "Some advances on constrained Markov decision processes in Borel spaces with random statedependent discount factor" (2022) Optimization. with R. R. LópezMartínez and J. A. MinjárezSosa. Forthcoming.
 "Discretetime switching control in random walks" (2022) Internat. J. Control. https://doi.org/10.1080/00207179.2022.2029946 ; with C.G. Pacheco and G.D. SalgadoSuárez.
 "On a switching control problem with càdlàg costs" (2022) Stochastics. 94, pp. 5185; with S. Hamadène and Y. A. OsorioAgudelo.
 "Discretetime control with nonconstant discount factor" (2020). Math. Methods Oper. Res. 92, pp. 377399; with J.L. Menaldi and T. PrietoRumeau.
 "Discretetime hybrid control in Borel spaces" (2020). Appl. Math. Optim. 81, pp. 409441; with J.L. Menaldi and T. PrietoRumeau.
 "Relaxation and linear programs in a hybrid control model" (2019). Applicationes Mathematicae (Warsaw). 46, pp. 191227; with J.L. Menaldi.
 "Discretetime hybrid control in Borel spaces: average cost optimality criterion" (2018). J. Math. Anal. Appl. 462, pp. 16951713; with J.L. Menaldi, T. PrietoRumeau and M. Robin.
 "Infinite horizon nonzerosum stochastic differential games with additive structure" (2017). IMA J. Math. Control Inform. 34, pp. 283309; with J. D . LópezBarrientos and B. A. EscobedoTrujillo.
 "Control systems of interacting objects modeled as a game against nature under a mean field approach" (2017). J. Dyn. Games. 4, pp. 5974; with C. G. HigueraChan and J. A. MinjárezSosa.
 "Constrained Markov decision processes in Borel spaces: from discounted to average optimality" (2016). Math. Methods Oper. Res. 84, pp. 489525; with A. F. MendózaPérez and O. A. delaCruzCourtois.
 "The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints" (2016). J. Math. Anal. Appl. 437, pp. 9991035; with B. A. EscobedoTrujillo and A. F. MendózaPérez.
 "Discrete time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach" (2016). Appl. Math. Optim. 74, pp. 197227; with C. G. HigueraChan and J. A. MinjárezSosa.
 "Juegos diferenciales estocásticos en horizonte infinito" (2016) Carta Infomativa de la Sociedad Matemática Mexicana. 76, pp. 510; with J. D . LópezBarrientos.
 "On the use of stochastic differential games against nature to ergodic control problems with unknown parameters" (2015). Internat. J. Control. 88, pp. 897909; with J. D . LópezBarrientos.
 "The Lagrange approach to ergodic control of diffusions with cost constraints" (2015). Optimization. 64, pp. 179196; with A. F. MendózaPérez and O. HernándezLerma.
 "Discounted robust control for Markov diffusion processes" (2015). TOP. 23, pp. 5376; with J. D . LópezBarrientos and B. A. EscobedoTrujillo.
 "Approximate solutions of a stochastic variational inequality modeling an elastoplastic problem with noise" (2014). Appl. Math. Res. Express. 2014, pp. 5273; with L. Mertz and S.C.P. Yam.
 "Optimal ergodic control of Markov diffusion processes with minimum variance" (2013). Stochastics. 85, pp. 929945; with O. HernándezLerma.
 "Asymptotic analysis of stochastic variational inequalities modeling an elastoplastic problem with vanishing Jumps" (2012). Assymptotic Analysis. 80, pp. 171187; with A. Bensoussan, S. Menozzi and L. Mertz.
 "Blackwell optimality for controlled diffusion processes" (2009). J. Appl. Prob. 46, pp. 372391; with O. HernándezLerma.
 "Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes" (2009). Stoch. Anal. Appl. 27, pp. 363385; with O. HernándezLerma.
 "Characterizations of overtaking optimality for controlled diffusion processes" (2008). Appl. Math. Optim. 57, pp. 349369; with O. HernándezLerma.
 "Noncooperative continuoustime Markov games" (2005). Morfismos. 9, pp. 3954.
Book chapters:

"Optimal stopping problems for a family of continuoustime Markov processes", in Modern Trends in Controlled Stochastic Processes: Theory and Applications III. Edited by A.B. Piunovskiy and Z. Yi, 41. Springer Nature, Cham, Switzerland, 2021, pp. 5786; with J.L. Menaldi and F. VásquezRojas.
 "Correlated equilibria for infinite horizon nonzerosum stochastic differential games", in: Modeling, Stochastic Control, Optimization, and Applications. Edited by G. Yin, Q. Zhang, 164. The IMA Volumes in Mathematics and its Applications. Springer Nature, Cham, Switzerland, 2019, pp. 181200; with B. A. EscobedoTrujillo.
 "BlackwellNash equilibria in zerosum stochastic differential games", in: XII Symposium on Probability and Stochastic Processes. Edited by D. HernándezHernández, J.C. Pardo, V. Rivero, 73. Progress in Probability. Birkhauser/Springer Nature, Cham, Switzerland, 2018, pp. 169193; with B. A. EscobedoTrujillo and J. D . LópezBarrientos.
 "Ergodic control of pollution with cost constraints", in: Modern Trends in Controlled Stochastic Processes II. Edited by A.B. Piunovskiy. Luniver Press, Frome, U.K., 2015, pp. 213230; with A. F. MendózaPérez and O. HernándezLerma.
 "Infinitehorizon optimal control problems for hybrid switching diffusions", in: Stochastics Systems: Optimization, Control, and Applications. Edited by Daniel HernándezHernández and J. Adolfo MinjárezSosa, 51. Birkhauser/SpringerVerlag, New York, 2012, pp. 203–224; with G. Yin.
 "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. 102122; with O. HernándezLerma.
Monographs:
 "Advanced criteria for controlled Markovmodulated diffusions in an infinite horizon: overtaking, bias, and Blackwell optimality". Science Press, Beijing China, 2013. ISBN: 9787030373489; with G. Yin.
Proceedings:
 "Weakly overtaking optimal strategies for controlled diffusion processes" (2006). Memorias del Congreso Nacional de Control Automático. pp. 7378, with O. HernándezLerma.