PRIETO RUMEAU, TOMAS
Publications
- Articles 40
- Books 2
- Book chapters 2
- Conferences 3
- Working papers 0
- Technical reports 0
- Research projects 0
- Supervised theses 13
- Patent or software license 0
Random assignment processes: strong law of large numbers and De Finetti theorem
- Vélez, R.
- Prieto-Rumeau, T.
Test (p. 136-165) - 2015
Editor: Springer New York LLC
10.1007/s11749-014-0396-0 View at source
- ISSN/ISBN 1133-0686
SDP vs. LP relaxations for the moment approach in some performance evaluation problems
- Lasserre, J.-B.
- Prieto-Rumeau, T.
Stochastic Models (p. 439-456) - 2004
10.1081/stm-200033112 View at source
- ISSN/ISBN 1532-6349
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
Statistical inference for a finite optimal stopping problem with unknown transition probabilities
- Rumeau, T.P.
Test (p. 215-239) - 2003
Editor: Sociedad de Estadistica e Investigacion Operativa
10.1007/bf02595820 View at source
- ISSN/ISBN 1133-0686
Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
- Prieto-Rumeau, T.
Communications in Statistics - Theory and Methods (p. 3308-3318) - 2008
10.1080/03610920802165329 View at source
- ISSN/ISBN 0361-0926
Stochastic approximations of constrained discounted Markov decision processes
- Dufour, F.
- Prieto-Rumeau, T.
Journal of Mathematical Analysis and Applications (p. 856-879) - 2014
10.1016/j.jmaa.2013.12.016 View at source
- ISSN/ISBN 0022-247X
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
- Prieto-Rumeau, T.
- Hernández-Lerma, O.
Mathematical Methods of Operations Research (p. 123-145) - 2005
10.1007/s001860400393 View at source
- ISSN/ISBN 1432-2994
The vanishing discount approach to constrained continuous-time controlled Markov chains
- Prieto-Rumeau, T.
- Hernández-Lerma, O.
Systems and Control Letters (p. 504-509) - 2010
10.1016/j.sysconle.2010.06.012 View at source
- ISSN/ISBN 0167-6911
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
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
- Prieto-Rumeau, T.
- Hernández-Lerma, O.
Mathematical Methods of Operations Research (p. 527-540) - 2009
10.1007/s00186-008-0276-z View at source
- ISSN/ISBN 1432-2994
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
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
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
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
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
This researcher has no working papers.
This researcher has no technical reports.
This researcher has no research projects.
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
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
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
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
Inferencia estadística en problemas de programación lineal y programación dinámica
- Tomás Prieto Rumeau
- Miguel Martín Díaz (dir. tes.)
- Pilar Ibarrola Muñoz (pres.)
- Miguel Sánchez García (secr.)
- Jaume Barceló Bugeda (voc.)
- Laureano Fernando Escudero Bueno (voc.)
- Rafael Infante Macías (voc.)
2001
Reading institution: Universidad Complutense 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.)
2011
Reading institution: Universidad de Málaga
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
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
Reaction-diffusion processes and their interdisciplinary applications
- Álvaro Corrales
- Carlos Escudero Liébana (dir. tes.)
- Javier Cárcamo Urtiaga (tut. tes.)
- Marco Antonio Fontelos (pres.)
- Gerardo Enrique Oleaga Apadula (secr.)
- José Ignacio Tello del Castillo (voc.)
- Tomás Prieto Rumeau (voc.)
- Rubén Pérez Carrasco (voc.)
2019
Reading institution: Universidad Autónoma de Madrid
This researcher has no patents or software licenses.
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