Tomás Prieto-Rumeau

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 6

Top Topics

Markov Decision Process

Reinforcement Learning Algorithms

Infinite Horizon

Top Venues

Ann. Oper. Res.

Oper. Res. Lett.

J. Appl. Probab.

J. Optim. Theory Appl.

Publications

Héctor Jasso-Fuentes, Tomás Prieto-Rumeau
Constrained Markov Decision Processes with Non-constant Discount Factor. J. Optim. Theory Appl. 202 (2) (2024)
François Dufour, Tomás Prieto-Rumeau
Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games. SIAM J. Control. Optim. 60 (2) (2022)
Héctor Jasso-Fuentes, José-Luis Menaldi, Tomás Prieto-Rumeau
Discrete-time control with non-constant discount factor. Math. Methods Oper. Res. 92 (2) (2020)
François Dufour, Tomás Prieto-Rumeau
Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances. Dyn. Games Appl. 9 (1) (2019)
Jonatha Anselmi, François Dufour, Tomás Prieto-Rumeau
Computable approximations for average Markov decision processes in continuous time. J. Appl. Probab. 55 (2) (2018)
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results. Ann. Oper. Res. 241 (1-2) (2016)
José María Lorenzo, Ismael Hernández-Noriega, Tomás Prieto-Rumeau
Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion. Oper. Res. Lett. 43 (1) (2015)
François Dufour, Tomás Prieto-Rumeau
Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes. SIAM J. Control. Optim. 51 (2) (2013)
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models. J. Appl. Probab. 49 (4) (2012)
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
The vanishing discount approach to constrained continuous-time controlled Markov chains. Syst. Control. Lett. 59 (8) (2010)
Tomás Prieto-Rumeau, José María Lorenzo
Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains. IEEE Trans. Autom. Control. 55 (1) (2010)
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
Ergodic control of continuous-time Markov chains with pathwise constraints. CDC (2009)
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains. Math. Methods Oper. Res. 70 (3) (2009)
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints. SIAM J. Control. Optim. 47 (4) (2008)
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
Bias Optimality for Continuous-Time Controlled Markov Chains. SIAM J. Control. Optim. 45 (1) (2006)
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
Bias and overtaking equilibria for zero-sum continuous-time Markov games. Math. Methods Oper. Res. 61 (3) (2005)
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains. Math. Methods Oper. Res. 61 (1) (2005)
Tomás Prieto-Rumeau
Estimation of an optimal solution of a LP problem with unknown objective function. Math. Program. 101 (3) (2004)