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PRIETO RUMEAU, TOMAS

ESTADÍSTICA, INVESTIGACIÓN OPERATIVA Y CÁLCULO NUMÉRICO / Universidad Nacional de Educación a Distancia

Publications

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

  • Dufour, F.
  • Prieto-Rumeau, T.

Journal of Mathematical Analysis and Applications - 2022

Editor: Academic Press Inc.

10.1016/j.jmaa.2021.125639 View at source

  • ISSN/ISBN 1096-0813

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

  • Dufour, F.
  • Prieto-Rumeau, T.

SIAM Journal on Control and Optimization (p. 945-967) - 2022

Editor: Society for Industrial and Applied Mathematics Publications

10.1137/21m144565x View at source

  • ISSN/ISBN 0363-0129

Discrete-Time Hybrid Control in Borel Spaces

  • Jasso-Fuentes, H.
  • Menaldi, J.-L.
  • Prieto-Rumeau, T.

Applied Mathematics and Optimization (p. 409-441) - 2020

Editor: Springer

10.1007/s00245-018-9503-z View at source

  • ISSN/ISBN 1432-0606

Discrete-time control with non-constant discount factor

  • Jasso-Fuentes, H.
  • Menaldi, J.-L.
  • Prieto-Rumeau, T.

Mathematical Methods of Operations Research (p. 377-399) - 2020

Editor: Springer Science and Business Media Deutschland GmbH

10.1007/s00186-020-00716-8 View at source

  • ISSN/ISBN 1432-5217

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

  • Dufour, F.
  • Prieto-Rumeau, T.

Dynamic Games and Applications (p. 68-102) - 2019

Editor: Springer New York LLC

10.1007/s13235-018-0253-y View at source

  • ISSN/ISBN 2153-0793

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

  • Jasso-Fuentes, H.
  • Menaldi, J.-L.
  • Prieto-Rumeau, T.
  • Robin, M.

Journal of Mathematical Analysis and Applications (p. 1695-1713) - 2018

Editor: Academic Press Inc.

10.1016/j.jmaa.2018.03.007 View at source

  • ISSN/ISBN 1096-0813

Computable approximations for average Markov decision processes in continuous time

  • Anselmi, J.
  • Dufour, F.
  • Prieto-Rumeau, T.

Journal of Applied Probability (p. 571-592) - 2018

Editor: Cambridge University Press

10.1017/jpr.2018.36 View at source

  • ISSN/ISBN 0021-9002

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

  • Anselmi, J.
  • Dufour, F.
  • Prieto-Rumeau, T.

Journal of Mathematical Analysis and Applications (p. 1323-1361) - 2016

Editor: Academic Press Inc.

10.1016/j.jmaa.2016.05.055 View at source

  • ISSN/ISBN 1096-0813

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

  • Dufour, F.
  • Prieto-Rumeau, T.

Applied Mathematics and Optimization (p. 27-51) - 2016

Editor: Springer New York LLC

10.1007/s00245-015-9307-3 View at source

  • ISSN/ISBN 1432-0606

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

  • Prieto-Rumeau, T.
  • Hernández-Lerma, O.

Annals of Operations Research (p. 249-293) - 2016

Editor: Springer New York LLC

10.1007/s10479-012-1184-4 View at source

  • ISSN/ISBN 1572-9338

Procesos estocásticos

  • Ricardo Vélez Ibarrola

2013

Editor: UNED - Universidad Nacional de Educación a Distancia

  • ISSN/ISBN 9788436267006

Inferencia estadística en problemas de programación lineal y programación dinámica[«h»Recurso electrónico]

  • Tomás Prieto Rumeau
  • Miguel Martín Díaz

2001

Editor: Universidad Complutense de Madrid

  • ISSN/ISBN 84-669-1806-X

Limit Behavior of Polya Urn Schemes

  • Vélez, R.
  • Prieto-Rumeau, T.

Studies in Systems, Decision and Control (p. 421-429) - 2018

Editor: Springer International Publishing

10.1007/978-3-319-73848-2_40 View at source

  • ISSN/ISBN 2198-4190

Approximation of infinite horizon discounted cost Markov decision processes

  • Dufour, F.
  • Prieto-Rumeau, T.

Systems and Control: Foundations and Applications (p. 59-76) - 2012

Editor: Birkhauser

10.1007/978-0-8176-8337-5_4 View at source

  • ISSN/ISBN 2324-9757

Valoración del uso de herramientas virtuales en asignaturas de contenido matemático

  • Tomás Prieto Rumeau
  • Alberto Augusto Álvarez López

Innovación docente universitaria en entornos de aprendizaje enriquecidos: I Jornadas Internacionales de Innovación Docente Universitaria en Entornos de Aprendizaje Enriquecidos. Libro de actas (p. 282-284) - 2013

Editor: UNED - Universidad Nacional de Educación a Distancia

  • ISSN/ISBN 84-695-8245-3

Ergodic control of continuous-time Markov chains with pathwise constraints

  • Prieto-Rumeau, T.
  • Hernández-Lerma, O.

Proceedings of the IEEE Conference on Decision and Control (p. 2640-2645) - 2009

10.1109/cdc.2009.5400254 View at source

  • ISSN/ISBN 0191-2216

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

  • Tomás Prieto Rumeau
  • Emilio Prieto Sáez

27 Congreso Nacional de Estadística e Investigación Operativa [Archivo de ordenador]: Lleida, del 8 al 11 de abril de 2003. Actas (p. 1650-1655) - 2003

Editor: Universitat de Lleida

  • ISSN/ISBN 84-8409-955-5

This researcher has no working papers.

This researcher has no technical reports.

This researcher has no research projects.

Forecasting realized densities: a comparison of historical, risk-neutral, risk-adjusted, and sentiment-based transformations (Resumen)

  • Ricardo Crisóstomo Ayala
  • Tomás Prieto Rumeau (dir. tes.)
  • Rosa Elvira Lillo Rodríguez (pres.)
  • Alberto Augusto Álvarez López (secr.)
  • Carlos Rivero Rodriguez (voc.)

2022

Reading institution: UNED. Universidad Nacional de Educación a Distancia

Distribución del Producto de Distribuciones Normales

  • José Antonio Seijas Macias
  • Amílcar R. Oliveira (dir. tes.)
  • Tomás Prieto Rumeau (dir. tes.)
  • Antonio Félix Costa González (pres.)
  • Ángel Alejandro Juan Pérez (secr.)
  • Teresa Paula Costa Azinheira Oliveira (voc.)

2020

Reading institution: UNED. Universidad Nacional de Educación a Distancia

Reaction-diffusion processes and their interdisciplinary applications

  • Escudero Liébana, Carlos (Director)
  • Carcamo Urtiaga, Javier (Tutor)
  • Escudero Liebana, Carlos (Director) Doctorando: Correales Fernández, Álvaro Isidro

16/12/2019

Reading institution: Universidad Autónoma de Madrid

Aproximaciones de modelos de cadenas de Markov controladas y juegos markovianos en tiempo continuo

  • José María Lorenzo Magán
  • Tomás Prieto Rumeau (dir. tes.)
  • Ricardo Vélez Ibarrola (pres.)
  • Carlos Rivero Rodríguez (secr.)
  • Rosario Romera Ayllón (voc.)

2016

Reading institution: UNED. Universidad Nacional de Educación a Distancia

La empresa con multiples fuentes de incertidumbre: Una aplicacion a la industria ganadera

  • Francisco Sebastiá Costa
  • Alberto Augusto Álvarez López (dir. tes.)
  • Inmaculada Rodríguez Puerta (dir. tes.)
  • Tomás Prieto Rumeau (pres.)
  • Raúl Brey Sánchez (secr.)
  • Carlos Rivero Rodríguez (voc.)

2016

Reading institution: UNED. Universidad Nacional de Educación a Distancia

Restless bandit index policies for dynamic sensor scheduling optimization

  • Niño Mora, Jose
  • Villar, Sofia Soledad

2012

Reading date: 17-07-2012

Reading institution: Universidad Carlos III de Madrid

Juegos didádicos con relaciones bipersonales y extemsiones

  • José María Sánchez Sáez
  • Francisco Criado Torralba (dir. tes.)
  • Rafael Infante Macías (pres.)
  • María Lina Martínez García (secr.)
  • Tomás Prieto Rumeau (voc.)
  • Emilio Prieto Sáez (voc.)
  • David Ríos Insua (voc.)
... View more Collapse

2011

Reading institution: Universidad de Málaga

Statistical arbitrage and algorithmic trading: overview and applications

  • Miquel Noguer Alonso
  • Andreu Pacheco Pages (dir. tes.)
  • Manuel J. Sánchez Sánchez (dir. tes.)
  • Alejandro Balbás de la Corte (pres.)
  • Tomás Prieto Rumeau (secr.)
  • Alberto Augusto Álvarez López (voc.)
  • José Antonio Ordaz Sanz (voc.)
  • Cristian Maza Merchán (voc.)
... View more Collapse

2010

Reading institution: UNED. Universidad Nacional de Educación a Distancia

Marginal Productivity Index Policies for Dynamic Priority Allocation in Restless Bandit Models

  • Jacko, Peter
  • Niño Mora, Jose

2009

Reading date: 29-06-2009

Reading institution: Universidad Carlos III de Madrid

Controlled Markov Models. An Application to the Ruin Problem

  • Diasparra Ramos, Maikol Alejandra
  • Romera Ayllon, Maria Rosario

2009

Reading date: 26-06-2009

Reading institution: Universidad Carlos III de Madrid

This researcher has no patents or software licenses.

Last data update: 8/28/24 10:29 AM