Publicaciones (52) Publicaciones de TOMAS PRIETO RUMEAU

2024

  1. ABSORBING MARKOV DECISION PROCESSES

    ESAIM - Control, Optimisation and Calculus of Variations, Vol. 30

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

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

  3. MAXIMIZING THE PROBABILITY OF VISITING A SET INFINITELY OFTEN FOR A MARKOV DECISION PROCESS WITH BOREL STATE AND ACTION SPACES

    Journal of Applied Probability

  4. Nash Equilibria for Total Expected Reward Absorbing Markov Games: The Constrained and Unconstrained Cases

    Applied Mathematics and Optimization, Vol. 89, Núm. 2

2022

  1. Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process

    Journal of Mathematical Analysis and Applications, Vol. 505, Núm. 2

  2. STATIONARY MARKOV NASH EQUILIBRIA FOR NONZERO-SUM CONSTRAINED ARAT MARKOV GAMES

    SIAM Journal on Control and Optimization, Vol. 60, Núm. 2, pp. 945-967

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

2019

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

    Dynamic Games and Applications, Vol. 9, Núm. 1, pp. 68-102

2018

  1. Computable approximations for average Markov decision processes in continuous time

    Journal of Applied Probability, Vol. 55, Núm. 2, pp. 571-592

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

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

  3. Limit Behavior of Polya Urn Schemes

    Studies in Systems, Decision and Control (Springer International Publishing), pp. 421-429

2016

  1. Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures

    Journal of Mathematical Analysis and Applications, Vol. 443, Núm. 2, pp. 1323-1361

  2. Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

    Applied Mathematics and Optimization, Vol. 74, Núm. 1, pp. 27-51

  3. 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 average cost Markov decision processes using empirical distributions and concentration inequalities

    Stochastics, Vol. 87, Núm. 2, pp. 273-307

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

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

  3. Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion

    Top, Vol. 23, Núm. 3, pp. 799-836

  4. Random assignment processes: strong law of large numbers and De Finetti theorem

    Test, Vol. 24, Núm. 1, pp. 136-165

2014

  1. Stochastic approximations of constrained discounted Markov decision processes

    Journal of Mathematical Analysis and Applications, Vol. 413, Núm. 2, pp. 856-879