Departamento
ESTADÍSTICA, INVESTIGACIÓN OPERATIVA Y CÁLCULO NUMÉRICO
Artículos (5) Publicaciones en las que ha participado algún/a investigador/a
2006
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A survey of recent results on continuous-time Markov decision processes
Top, Vol. 14, Núm. 2, pp. 177-261
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Bias optimality for continuous-time controlled Markov chains
SIAM Journal on Control and Optimization, Vol. 45, Núm. 1, pp. 51-73
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Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
Acta Applicandae Mathematicae, Vol. 92, Núm. 1, pp. 77-96
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Chi-square tests under models close to the normal distribution
Metrika, Vol. 63, Núm. 3, pp. 343-354
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Pricing a class of exotic options via moments and SDP relaxations
Mathematical Finance, Vol. 16, Núm. 3, pp. 469-494