Publicaciones en colaboración con investigadores/as de Centro de Investigación y de Estudios Avanzados (14)

2024

  1. Constrained Markov Decision Processes with Non-constant Discount Factor

    Journal of Optimization Theory and Applications, Vol. 202, Núm. 2, pp. 897-931

2020

  1. Discrete-Time Hybrid Control in Borel Spaces

    Applied Mathematics and Optimization, Vol. 81, Núm. 2, pp. 409-441

  2. Discrete-time control with non-constant discount factor

    Mathematical Methods of Operations Research, Vol. 92, Núm. 2, pp. 377-399

2018

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

    Journal of Mathematical Analysis and Applications, Vol. 462, Núm. 2, pp. 1695-1713

2016

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

    Annals of Operations Research, Vol. 241, Núm. 1-2, pp. 249-293

2015

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

    Operations Research Letters, Vol. 43, Núm. 1, pp. 110-116

2012

  1. Discounted continuous-time controlled Markov chains: Convergence of control models

    Journal of Applied Probability, Vol. 49, Núm. 4, pp. 1072-1090

2010

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

    Systems and Control Letters, Vol. 59, Núm. 8, pp. 504-509

2009

  1. Ergodic control of continuous-time Markov chains with pathwise constraints

    Proceedings of the IEEE Conference on Decision and Control

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

    Mathematical Methods of Operations Research, Vol. 70, Núm. 3, pp. 527-540

2008

  1. Ergodic control of continuous-time Markov chains with pathwise constraints

    SIAM Journal on Control and Optimization, Vol. 47, Núm. 4, pp. 1888-1908

2006

  1. Bias optimality for continuous-time controlled Markov chains

    SIAM Journal on Control and Optimization, Vol. 45, Núm. 1, pp. 51-73

2005

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

    Mathematical Methods of Operations Research, Vol. 61, Núm. 3, pp. 437-454

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

    Mathematical Methods of Operations Research, Vol. 61, Núm. 1, pp. 123-145