• 465 Citations
  • 12 h-Index
20042019
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Research Output 2004 2019

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Article
2019

A Stackelberg security Markov game based on partial information for strategic decision making against unexpected attacks

Albarran, S. E. & Clempner, J. B., 1 May 2019, In : Engineering Applications of Artificial Intelligence. p. 408-419 366 p.

Research output: Contribution to journalArticleResearchpeer-review

Decision Making
Decision making
Airports
Gradient methods
Resource Allocation

Continuous-time gradient-like descent algorithm for constrained convex unknown functions: Penalty method application

Solis, C. U., Clempner, J. B. & Poznyak, A. S., 1 Aug 2019, In : Journal of Computational and Applied Mathematics. p. 268-282 239 p.

Research output: Contribution to journalArticleResearchpeer-review

Mean-square Convergence
Penalty Function Method
Stochastic Gradient
Descent Algorithm
Gradient Algorithm

Continuous-time mean variance portfolio with transaction costs: a proximal approach involving time penalization

García-Galicia, M., Carsteanu, A. A. & Clempner, J. B., 17 Feb 2019, In : International Journal of General Systems. p. 91-111 79 p.

Research output: Contribution to journalArticleResearchpeer-review

Transaction Costs
Penalization
Continuous Time
Lagrange multipliers
Proximal Methods
1 Citation (Scopus)

Extremum seeking by a dynamic plant using mixed integral sliding mode controller with synchronous detection gradient estimation

Solis, C. U., Clempner, J. B. & Poznyak, A. S., 1 Feb 2019, In : International Journal of Robust and Nonlinear Control. p. 702-714 630 p.

Research output: Contribution to journalArticleResearchpeer-review

Controllers
Sliding mode control
Computer simulation
Uncertainty
1 Citation (Scopus)

Optimal level of transfer pricing for profit sharing: a Lagrange regularized game theory approach

Clempner, J. B., 1 Jan 2019, In : Optimization and Engineering.

Research output: Contribution to journalArticleResearchpeer-review

Game theory
Game Theory
Lagrange
Pricing
Profit
2018
4 Citations (Scopus)

A continuous-time Markov Stackelberg security game approach for reasoning about real patrol strategies

Clempner, J. B., 2 Nov 2018, In : International Journal of Control. p. 2494-2510 2242 p.

Research output: Contribution to journalArticleResearchpeer-review

Game theory
Nonlinear programming
Cost functions
Resource allocation

Adapting attackers and defenders patrolling strategies: A reinforcement learning approach for Stackelberg security games

Trejo, K. K., Clempner, J. B. & Poznyak, A. S., 1 Aug 2018, In : Journal of Computer and System Sciences. p. 35-54 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Reinforcement learning
Reinforcement Learning
Game
Stackelberg Equilibrium
Imitation
1 Citation (Scopus)

A Reinforcement Learning Approach for Solving the Mean Variance Customer Portfolio in Partially Observable Models

Asiain, E., Clempner, J. B. & Poznyak, A. S., 1 Dec 2018, In : International Journal on Artificial Intelligence Tools.

Research output: Contribution to journalArticleResearchpeer-review

Reinforcement learning
Controllers
Markov processes
Learning algorithms
Decision making
5 Citations (Scopus)

A Tikhonov regularization parameter approach for solving Lagrange constrained optimization problems

Clempner, J. B. & Poznyak, A. S., 2 Nov 2018, In : Engineering Optimization. p. 1996-2012 1794 p.

Research output: Contribution to journalArticleResearchpeer-review

Gradient Projection Method
Gradient methods
Tikhonov Regularization
Constrained optimization
Regularization Parameter
7 Citations (Scopus)

A Tikhonov regularized penalty function approach for solving polylinear programming problems

Clempner, J. B. & Poznyak, A. S., 15 Jan 2018, In : Journal of Computational and Applied Mathematics. p. 267-286 238 p.

Research output: Contribution to journalArticleResearchpeer-review

Penalty Function
Unique Solution
Linear Function
Programming
Gradient Projection Method
2 Citations (Scopus)

Computing multiobjective Markov chains handled by the extraproximal method

Clempner, J. B., 1 Dec 2018, In : Annals of Operations Research. p. 469-486 420 p.

Research output: Contribution to journalArticleResearchpeer-review

Pareto
Markov chain
Objective function
Regularization
Cost function

Computing the Bargaining Approach for Equalizing the Ratios of Maximal Gains in Continuous-Time Markov Chains Games

Trejo, K. K., Clempner, J. B. & Poznyak, A. S., 1 Jan 2018, In : Computational Economics.

Research output: Contribution to journalArticleResearchpeer-review

Nonlinear programming
Cost functions
Markov processes
Personnel
Industry
4 Citations (Scopus)

Computing the transfer pricing for a multidivisional firm based on cooperative games

Clempner, J. B. & Poznyak, A. S., 1 Jan 2018, In : Economic Computation and Economic Cybernetics Studies and Research. p. 107-126 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Transfer pricing
Strong Nash equilibrium
Cooperative game
Pareto
Costs
4 Citations (Scopus)

Constructing the Pareto front for multi-objective Markov chains handling a strong Pareto policy approach

Clempner, J. B. & Poznyak, A. S., 1 Mar 2018, In : Computational and Applied Mathematics. p. 567-591 507 p.

Research output: Contribution to journalArticleResearchpeer-review

Pareto Front
Pareto
Cost functions
Markov processes
Markov chain
2 Citations (Scopus)

Controller exploitation-exploration reinforcement learning architecture for computing near-optimal policies

Asiain, E., Clempner, J. B. & Poznyak, A. S., 10 May 2018, In : Soft Computing. p. 1-14 1 p.

Research output: Contribution to journalArticleResearchpeer-review

Reinforcement learning
Optimal Policy
Reinforcement Learning
Exploitation
Controller

Extremum Seeking using Synchronous Detection Method with Time-Varying Parameters

Solis, C. U., Clempner, J. B. & Poznyak, A. S., 1 Jan 2018, In : IFAC-PapersOnLine. p. 297-302 266 p.

Research output: Contribution to journalArticleResearchpeer-review

Low pass filters
Random processes
Testing
4 Citations (Scopus)

Measuring the emotional state among interacting agents: A game theory approach using reinforcement learning

Salgado, M. & Clempner, J. B., 1 May 2018, In : Expert Systems with Applications. p. 266-275 238 p.

Research output: Contribution to journalArticleResearchpeer-review

Game Theory
Game theory
Reinforcement learning
Emotions
Learning

On Lyapunov Game Theory Equilibrium: Static and Dynamic Approaches

Clempner, J. B., 1 Jun 2018, In : International Game Theory Review.

Research output: Contribution to journalArticleResearchpeer-review

Game Theory
Lyapunov Theory
Game theory
Lyapunov
Utopias

Proximal constrained optimization approach with time penalization

Trejo, K. K., Clempner, J. B. & Poznyak, A. S., 1 Jan 2018, In : Engineering Optimization.

Research output: Contribution to journalArticleResearchpeer-review

Gradient methods
Penalization
Constrained optimization
Constrained Optimization
Markov processes

Solving Stackelberg security Markov games employing the bargaining Nash approach: Convergence analysis

Guerrero, D., Carsteanu, A. A. & Clempner, J. B., 1 May 2018, In : Computers and Security. p. 240-257 214 p.

Research output: Contribution to journalArticleResearchpeer-review

entropy
Gradient methods
projection
Entropy
Nonlinear programming
2 Citations (Scopus)
Decision making
Supply chains
Costs
Gradient methods
Nonlinear programming
3 Citations (Scopus)

Sparse mean–variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov’s regularization penalty approach

Clempner, J. B. & Poznyak, A. S., 1 Jun 2018, In : Optimization and Engineering. p. 383-417 341 p.

Research output: Contribution to journalArticleResearchpeer-review

Portfolio Optimization
Markov processes
Penalty
Markov chain
Regularization
3 Citations (Scopus)

Strategic Manipulation Approach for Solving Negotiated Transfer Pricing Problem

Clempner, J. B., 1 Jul 2018, In : Journal of Optimization Theory and Applications. p. 304-316 272 p.

Research output: Contribution to journalArticleResearchpeer-review

Pricing
Manipulation
Division
Stackelberg Game
Game
1 Citation (Scopus)

Using the Manhattan distance for computing the multiobjective Markov chains problem

Clempner, J. B. & Poznyak, A. S., 2 Nov 2018, In : International Journal of Computer Mathematics. p. 2269-2286 2040 p.

Research output: Contribution to journalArticleResearchpeer-review

Markov processes
Pareto Front
Markov chain
Vehicle routing
Computing
2017
5 Citations (Scopus)

A game theory model for manipulation based on machiavellianism: Moral and ethical behavior

Clempner, J. B., 1 Mar 2017, In : JASSS.

Research output: Contribution to journalArticleResearchpeer-review

Machiavellianism
game theory
Game theory
manipulation
Reinforcement learning
2 Citations (Scopus)
Lyapunov Stability
Soundness
Work Flow
Arc of a curve
Traffic signals
14 Citations (Scopus)

Computing the strong L<inf>p</inf>− Nash equilibrium for Markov chains games: Convergence and uniqueness

Trejo, K. K., Clempner, J. B. & Poznyak, A. S., 1 Jan 2017, In : Applied Mathematical Modelling. p. 399-418 357 p.

Research output: Contribution to journalArticleResearchpeer-review

Markov Chains
Game theory
Nash Equilibrium
Cost functions
Markov processes
17 Citations (Scopus)

Fast Terminal Sliding-Mode Control with an Integral Filter Applied to a Van der Pol Oscillator

Solis, C. U., Clempner, J. B. & Poznyak, A. S., 1 Jul 2017, In : IEEE Transactions on Industrial Electronics. p. 5622-5628 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Sliding mode control
Controllers
Synchronization
Polynomials
Uncertainty
10 Citations (Scopus)

Multiobjective Markov chains optimization problem with strong Pareto frontier: Principles of decision making

Clempner, J. B. & Poznyak, A. S., 1 Feb 2017, In : Expert Systems with Applications. p. 123-135 109 p.

Research output: Contribution to journalArticleResearchpeer-review

Pareto principle
Markov Chains
Markov processes
Decision Making
Decision making

Nash Bargaining Equilibria for Controllable Markov Chains Games

Trejo, K. K., Clempner, J. B. & Poznyak, A. S., 1 Jul 2017, In : IFAC-PapersOnLine. p. 12261-12266 11034 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonlinear programming
Markov processes
8 Citations (Scopus)

Negotiating transfer pricing using the Nash bargaining solution

Clempner, J. B. & Poznyak, A. S., 20 Dec 2017, In : International Journal of Applied Mathematics and Computer Science. p. 853-864 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Nash Bargaining Solution
Bargaining
Pricing
Division
Profitability
7 Citations (Scopus)

Using the extraproximal method for computing the shortest-path mixed Lyapunov equilibrium in Stackelberg security games

Clempner, J. B. & Poznyak, A. S., 1 Aug 2017, In : Mathematics and Computers in Simulation. p. 14-30 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Game theory
Shortest path
Lyapunov
Trajectories
Game Theory
2016
7 Citations (Scopus)
Game theory
Markov processes
Dynamic models
Economics
Experiments
15 Citations (Scopus)

An optimal strong equilibrium solution for cooperative multi-leader-follower Stackelberg Markov chains games

Trejo, K. K., Clempner, J. B. & Poznyak, A. S., 1 Jan 2016, In : Kybernetika. p. 258-279 230 p.

Research output: Contribution to journalArticleResearchpeer-review

Equilibrium Solution
Markov processes
Markov chain
Stackelberg Equilibrium
Game
6 Citations (Scopus)

Conforming coalitions in Markov Stackelberg security games: Setting max cooperative defenders vs. non-cooperative attackers

Clempner, J. B. & Poznyak, A. S., 1 Oct 2016, In : Applied Soft Computing Journal. p. 1-11 1 p.

Research output: Contribution to journalArticleResearchpeer-review

Markov processes
Appointments and Schedules
Markov Chains
Aptitude
Efficiency
6 Citations (Scopus)

Convergence analysis for pure stationary strategies in repeated potential games: Nash, Lyapunov and correlated equilibria

Clempner, J. B. & Poznyak, A. S., 15 Mar 2016, In : Expert Systems with Applications. p. 474-484 425 p.

Research output: Contribution to journalArticleResearchpeer-review

Game Theory
Social Adjustment
Systems Theory
Artificial Intelligence
Learning
11 Citations (Scopus)

Designing a terminal optimal control with an integral sliding mode component using a saddle point method approach: a Cartesian 3D-crane application

Solis, C. U., Clempner, J. B. & Poznyak, A. S., 1 Oct 2016, In : Nonlinear Dynamics. p. 911-926 818 p.

Research output: Contribution to journalArticleResearchpeer-review

Saddle Point Method
Cranes
Sliding Mode
Cartesian
Optimal Control
11 Citations (Scopus)

Modeling Multileader–Follower Noncooperative Stackelberg Games

Solis, C. U., Clempner, J. B. & Poznyak, A. S., 16 Nov 2016, In : Cybernetics and Systems. p. 650-673 582 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonlinear programming
Markov processes
12 Citations (Scopus)

Necessary and sufficient Karush-Kuhn-Tucker conditions for multiobjective Markov chains optimality

Clempner, J. B., 1 Sep 2016, In : Automatica. p. 135-142 120 p.

Research output: Contribution to journalArticleResearchpeer-review

Markov Chains
Markov processes
Costs and Cost Analysis
Nonlinear programming
Cost functions
6 Citations (Scopus)

Optimization problems in chemical reactions using continuous-time Markov chains

Carrillo, L., Escobar, J. A., Clempner, J. B. & Poznyak, A. S., 1 Jun 2016, In : Journal of Mathematical Chemistry. p. 1233-1254 1107 p.

Research output: Contribution to journalArticleResearchpeer-review

Continuous-time Markov Chain
Reaction Time
Markov Decision Process
Chemical Reaction
Markov processes
12 Citations (Scopus)

Solving the Pareto front for multiobjective Markov chains using the minimum Euclidean distance gradient-based optimization method

Clempner, J. B. & Poznyak, A. S., 1 Jan 2016, In : Mathematics and Computers in Simulation. p. 142-160 125 p.

Research output: Contribution to journalArticleResearchpeer-review

Markov Chains
Pareto Front
Minimum Distance
Euclidean Distance
Multiobjective optimization
2015
16 Citations (Scopus)

A priori-knowledge/actor-critic reinforcement learning architecture for computing the mean-variance customer portfolio: The case of bank marketing campaigns

Sánchez, E. M., Clempner, J. B. & Poznyak, A. S., 1 Jan 2015, In : Engineering Applications of Artificial Intelligence. p. 82-92 72 p.

Research output: Contribution to journalArticleResearchpeer-review

Reinforcement learning
Marketing
Learning
Markov processes
Reinforcement
24 Citations (Scopus)

A Stackelberg security game with random strategies based on the extraproximal theoretic approach

Trejo, K. K., Clempner, J. B. & Poznyak, A. S., 1 Jan 2015, In : Engineering Applications of Artificial Intelligence. p. 145-153 129 p.

Research output: Contribution to journalArticleResearchpeer-review

Quadratic programming
Nonlinear programming
Cost functions
Markov processes
Scheduling
31 Citations (Scopus)
Stackelberg Equilibrium
Convergence Analysis
Nash Equilibrium
Markov processes
Markov chain
8 Citations (Scopus)

Computing the strong Nash equilibrium for Markov chains games

Clempner, J. B. & Poznyak, A. S., 25 Jun 2015, In : Applied Mathematics and Computation. p. 911-927 818 p.

Research output: Contribution to journalArticleResearchpeer-review

Markov Chains
Gradient methods
Nonlinear programming
Nash Equilibrium
Markov processes
15 Citations (Scopus)

Modeling the multi-traffic signal-control synchronization: A Markov chains game theory approach

Clempner, J. B. & Poznyak, A. S., 1 Jan 2015, In : Engineering Applications of Artificial Intelligence. p. 147-156 131 p.

Research output: Contribution to journalArticleResearchpeer-review

Game Theory
Markov Chains
Traffic signals
Game theory
Markov processes
1 Citation (Scopus)

Optimal Marketing Strategies for Modeling Real Settings: Improving The Multichannel in Banking

Clempner, J. B., 1 Jul 2015, In : IEEE Latin America Transactions. p. 2411-2415 2169 p.

Research output: Contribution to journalArticleResearchpeer-review

Marketing
Markov Chains
Trajectories
Probability distributions
Dynamic models
3 Citations (Scopus)

Setting Cournot Versus Lyapunov Games Stability Conditions and Equilibrium Point Properties

Clempner, J. B., 1 Jan 2015, In : International Game Theory Review.

Research output: Contribution to journalArticleResearchpeer-review

Game Theory
Equilibrium Point
Stability Condition
Potential Games
Lyapunov
9 Citations (Scopus)

Solving the mean-variance customer portfolio in Markov chains using iterated quadratic/Lagrange programming: A credit-card customer limits approach

Sánchez, E. M., Clempner, J. B. & Poznyak, A. S., 15 Jul 2015, In : Expert Systems with Applications. p. 5315-5327 4782 p.

Research output: Contribution to journalArticleResearchpeer-review

Markov Chains
Markov processes
Quadratic programming
Experiments
Budgets
18 Citations (Scopus)

Stackelberg security games: Computing the shortest-path equilibrium

Clempner, J. B. & Poznyak, A. S., 15 May 2015, In : Expert Systems with Applications. p. 3967-3979 3569 p.

Research output: Contribution to journalArticleResearchpeer-review

Game theory
Game Theory
Choice Behavior
Markov Chains
Markov processes