Tomás Prieto-Rumeau

发表

Computable approximations for average Markov decision processes in continuous time

Jonatha Anselmi, François Dufour, Tomás Prieto-Rumeau, 2017, Journal of Applied Probability.

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, 2012 .

Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes

François Dufour, Tomás Prieto-Rumeau, F. Dufour, 2013, SIAM J. Control. Optim..

Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances

François Dufour, Tomás Prieto-Rumeau, F. Dufour, 2019, Dyn. Games Appl..

Bias and Overtaking Equilibria for Markov Games

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, 2012 .

Ergodic control of continuous-time Markov chains with pathwise constraints

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, O. Hernández-Lerma, 2008, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, 2012, J. Appl. Probab..

Linear Programming Approximations of Constrained Markov Decision Processes

François Dufour, Tomás Prieto-Rumeau, 2012 .

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, O. Hernández-Lerma, 2009, Math. Methods Oper. Res..

Random Assignment Processes

Tomás Prieto-Rumeau, Ricardo Vélez, 2012 .

Discrete-time control with non-constant discount factor

Tomás Prieto-Rumeau, Héctor Jasso-Fuentes, José-Luis Menaldi, 2020, Math. Methods Oper. Res..

Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, O. Hernández-Lerma, 2016, Ann. Oper. Res..

Bias and overtaking equilibria for zero-sum continuous-time Markov games

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, O. Hernández-Lerma, 2005, Math. Methods Oper. Res..

The vanishing discount approach to constrained continuous-time controlled Markov chains

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, O. Hernández-Lerma, 2010, Syst. Control. Lett..

Basic Optimality Criteria

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, 2012 .

Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion

Tomás Prieto-Rumeau, José María Lorenzo, Ismael Hernández-Noriega, 2015, Oper. Res. Lett..

Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains

Tomás Prieto-Rumeau, José María Lorenzo, T. Prieto-Rumeau, 2010, IEEE Transactions on Automatic Control.

Bias Optimality for Continuous-Time Controlled Markov Chains

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, O. Hernández-Lerma, 2006, SIAM J. Control. Optim..

The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, O. Hernández-Lerma, 2005, Math. Methods Oper. Res..

Ergodic control of continuous-time Markov chains with pathwise constraints

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, 2009, CDC.

Estimation of an optimal solution of a LP problem with unknown objective function

Tomás Prieto-Rumeau, T. Prieto-Rumeau, 2004, Math. Program..

Stochastic approximations of constrained discounted Markov decision processes

François Dufour, Tomás Prieto-Rumeau, F. Dufour, 2014 .

Discrete-time hybrid control in Borel spaces: Average cost optimality criterion

Jose Luis Menaldi, Tomás Prieto-Rumeau, Maurice Robin, 2018, Journal of Mathematical Analysis and Applications.

Discounted continuous-time controlled Markov chains: convergence of control models

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, O. Hernández-Lerma, 2012 .

Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau, O. Hernández-Lerma, 2012 .

A survey of recent results on continuous-time Markov decision processes

Xi-Ren Cao, Xianping Guo, Onésimo Hernández-Lerma, 2006 .

Approximation of Infinite Horizon Discounted Cost Markov Decision Processes

François Dufour, Tomás Prieto-Rumeau, F. Dufour, 2012 .