Tomás Prieto-Rumeau

21 papers Journal 20Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Absorbing Markov Decision Processes and Their Occupation Measures.
SIAM J. Control. Optim.
François Dufour, Tomás Prieto-Rumeau
2025 J jnl
Finding the Optimal Rate of Dispersal for a Population: A Markov Decision Process Approach.
SIAM J. Appl. Math.
Daniel Franco, Tomás Prieto-Rumeau, Juan Segura
2024 J jnl
Constrained Markov Decision Processes with Non-constant Discount Factor.
J. Optim. Theory Appl.
Héctor Jasso-Fuentes, Tomás Prieto-Rumeau
2024 J jnl
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces.
J. Appl. Probab.
François Dufour, Tomás Prieto-Rumeau
2022 J jnl
Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games.
SIAM J. Control. Optim.
François Dufour, Tomás Prieto-Rumeau
2020 J jnl
Discrete-time control with non-constant discount factor.
Math. Methods Oper. Res.
Héctor Jasso-Fuentes, José-Luis Menaldi, Tomás Prieto-Rumeau
2019 J jnl
Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances.
Dyn. Games Appl.
François Dufour, Tomás Prieto-Rumeau
2018 J jnl
Computable approximations for average Markov decision processes in continuous time.
J. Appl. Probab.
Jonatha Anselmi, François Dufour, Tomás Prieto-Rumeau
2016 J jnl
Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results.
Ann. Oper. Res.
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
2015 J jnl
Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion.
Oper. Res. Lett.
José María Lorenzo, Ismael Hernández-Noriega, Tomás Prieto-Rumeau
2013 J jnl
Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes.
SIAM J. Control. Optim.
François Dufour, Tomás Prieto-Rumeau
2012 J jnl
Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models.
J. Appl. Probab.
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
2010 J jnl
Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains.
IEEE Trans. Autom. Control.
Tomás Prieto-Rumeau, José María Lorenzo
2010 J jnl
The vanishing discount approach to constrained continuous-time controlled Markov chains.
Syst. Control. Lett.
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
2009 — conf
Ergodic control of continuous-time Markov chains with pathwise constraints.
CDC
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
2009 J jnl
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains.
Math. Methods Oper. Res.
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
2008 J jnl
Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints.
SIAM J. Control. Optim.
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
2006 J jnl
Bias Optimality for Continuous-Time Controlled Markov Chains.
SIAM J. Control. Optim.
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
2005 J jnl
Bias and overtaking equilibria for zero-sum continuous-time Markov games.
Math. Methods Oper. Res.
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
2005 J jnl
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains.
Math. Methods Oper. Res.
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
2004 J jnl
Estimation of an optimal solution of a LP problem with unknown objective function.
Math. Program.
Tomás Prieto-Rumeau