Publicaciones en las que colabora con TOMÁS PRIETO RUMEAU (21)

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

2010

  1. Approximating ergodic average reward continuous-time controlled markov chains

    IEEE Transactions on Automatic Control, Vol. 55, Núm. 1, pp. 201-207

2009

  1. De Finetti’s-type results for some families of non identically distributed random variables

    Electronic Journal of Probability, Vol. 14, pp. 72-89

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

    Proceedings of the IEEE Conference on Decision and Control

  3. 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. A De Finetti-type theorem for nonexchangeable finite-valued random variables

    Journal of Mathematical Analysis and Applications, Vol. 347, Núm. 2, pp. 407-415

  2. Bias and overtaking optimality for continuous-time jump Markov decision processes in Polish spaces

    Journal of Applied Probability, Vol. 45, Núm. 2, pp. 417-429

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

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

  4. Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem

    Communications in Statistics - Theory and Methods, Vol. 37, Núm. 20, pp. 3308-3318

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

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

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. Central limit theorem for the estimator of the value of an optimal stopping problem

    Test, Vol. 14, Núm. 1, pp. 215-237

  3. 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

2004

  1. Estimation of an optimal solution of a LP problem with unknown objective function

    Mathematical Programming, Vol. 101, Núm. 3, pp. 463-478

  2. SDP vs. LP relaxations for the moment approach in some performance evaluation problems

    Stochastic Models, Vol. 20, Núm. 4, pp. 439-456

2003

  1. Perturbación de problemas de parada óptima. Aplicaciones a la obtención de distribuciones asintóticas

    27 Congreso Nacional de Estadística e Investigación Operativa [Archivo de ordenador]: Lleida, del 8 al 11 de abril de 2003. Actas

  2. Statistical inference for a finite optimal stopping problem with unknown transition probabilities

    Test, Vol. 12, Núm. 1, pp. 215-239