Publicaciones (7) Publicaciones en las que ha participado algún/a investigador/a

2006

  1. A survey of recent results on continuous-time Markov decision processes

    Top, Vol. 14, Núm. 2, pp. 177-261

  2. Bias optimality for continuous-time controlled Markov chains

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

  3. Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains

    Acta Applicandae Mathematicae, Vol. 92, Núm. 1, pp. 77-96

  4. Chi-square tests under models close to the normal distribution

    Metrika, Vol. 63, Núm. 3, pp. 343-354

  5. Decision analysis with influence diagrams using Elvira's explanation facilities

    Proceedings of the 3rd European Workshop on Probabilistic Graphical Models, PGM 2006

  6. Pricing a class of exotic options via moments and SDP relaxations

    Mathematical Finance, Vol. 16, Núm. 3, pp. 469-494

  7. t-Tests with Models Close to the Normal Distribution

    Advances in Distribution Theory, Order Statistics, and Inference (Boston : Birkhäuser, 2006), pp. 363-379