Tomás Prieto-Rumeau

J. Optim. Theory Appl., August, 2024

Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces.

[BibT_eX]

[DOI]

J. Appl. Probab., 2024

2022

Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2022

2020

Discrete-time control with non-constant discount factor.

[BibT_eX]

[DOI]

Héctor Jasso-Fuentes

José-Luis Menaldi

Math. Methods Oper. Res., 2020

2019

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

[BibT_eX]

[DOI]

Dyn. Games Appl., 2019

2018

Computable approximations for average Markov decision processes in continuous time.

[BibT_eX]

[DOI]

Jonatha Anselmi

J. Appl. Probab., 2018

2016

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

[BibT_eX]

[DOI]

Ann. Oper. Res., 2016

2015

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

[BibT_eX]

[DOI]

José María Lorenzo

Ismael Hernández-Noriega

Oper. Res. Lett., 2015

2013

Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2013

2012

Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models.

[BibT_eX]

[DOI]

J. Appl. Probab., 2012

2010

Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains.

[BibT_eX]

[DOI]

José María Lorenzo

IEEE Trans. Autom. Control., 2010

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

[BibT_eX]

[DOI]

Syst. Control. Lett., 2010

2009

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

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2009

2008

Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2008

2006

Bias Optimality for Continuous-Time Controlled Markov Chains.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2006

2005

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

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2005

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

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2005

2004

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

[BibT_eX]

[DOI]