Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion - Lorenzo, J.M.; Hernández-Noriega, I.; Prieto-Rumeau, T. (Operations Research Letters, 2015)

Approximating ergodic average reward continuous-time controlled markov chains - Prieto-Rumeau, T.; Lorenzo, J.M. (IEEE Transactions on Automatic Control, 2010)

A survey of recent results on continuous-time Markov decision processes - Xianping Guo; Onésimo Hernández-Lerma; Tomás Prieto-Rumeau (Top, 2006)

Discrete-Time Hybrid Control in Borel Spaces - Jasso-Fuentes, H.; Menaldi, J.-L.; Prieto-Rumeau, T. (Applied Mathematics and Optimization, 2020)

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, 2019)

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, 2018)

Computable approximations for average Markov decision processes in continuous time - Anselmi, J.; Dufour, F.; Prieto-Rumeau, T. (Journal of Applied Probability, 2018)

Limit Behavior of Polya Urn Schemes - Vélez, R.; Prieto-Rumeau, T. (Studies in Systems, Decision and Control, 2018)

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, 2016)

Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes - Dufour, F.; Prieto-Rumeau, T. (Applied Mathematics and Optimization, 2016)

Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results - Prieto-Rumeau, T.; Hernández-Lerma, O. (Annals of Operations Research, 2016)

Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities - Dufour, F.; Prieto-Rumeau, T. (Stochastics, 2015)

Stochastic approximations of constrained discounted Markov decision processes - Dufour, F.; Prieto-Rumeau, T. (Journal of Mathematical Analysis and Applications, 2014)

Finite linear programming approximations of constrained discounted markov decision processes - Dufour, F.; Prieto-Rumeau, T. (SIAM Journal on Control and Optimization, 2013)

Discounted continuous-time controlled Markov chains: Convergence of control models - Prieto-Rumeau, T.; Hernández-Lerma, O. (Journal of Applied Probability, 2012)

Approximation of Markov decision processes with general state space - Dufour, F.; Prieto-Rumeau, T. (Journal of Mathematical Analysis and Applications, 2012)

Approximation of infinite horizon discounted cost Markov decision processes - Dufour, F.; Prieto-Rumeau, T. (Systems and Control: Foundations and Applications, 2012)

De Finetti-type theorems for nonexchangeable 0-1 random variables - Ibarrola, R.V.; Prieto-Rumeau, T. (Test, 2011)

Conditionally independent increment point processes - Ibarrola, R.V.; Prieto-Rumeau, T. (Journal of Applied Probability, 2011)

The vanishing discount approach to constrained continuous-time controlled Markov chains - Prieto-Rumeau, T.; Hernández-Lerma, O. (Systems and Control Letters, 2010)

De Finetti-type theorems for random selection processes. Necessary and sufficient conditions - Vélez Ibarrola, R.; Prieto-Rumeau, T. (Journal of Mathematical Analysis and Applications, 2010)

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, 2009)

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains - Prieto-Rumeau, T.; Hernández-Lerma, O. (Mathematical Methods of Operations Research, 2009)

De Finetti?s-type results for some families of non identically distributed random variables - Ibarrola, R.V.; Prieto-Rumeau, T. (Electronic Journal of Probability, 2009)

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, 2008)

A De Finetti-type theorem for nonexchangeable finite-valued random variables - Vélez Ibarrola, R.; Prieto-Rumeau, T. (Journal of Mathematical Analysis and Applications, 2008)

Bias and overtaking optimality for continuous-time jump Markov decision processes in Polish spaces - Zhu, Q.; Prieto-Rumeau, T. (Journal of Applied Probability, 2008)

Bias optimality for continuous-time controlled Markov chains - Prieto-Rumeau, T.; Hernández-Lerma, O. (SIAM Journal on Control and Optimization, 2006)

Pricing a class of exotic options via moments and SDP relaxations - Lasserre, J.B.; Prieto-Rumeau, T.; Zervos, M. (Mathematical Finance, 2006)

Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains - Prieto-Rumeau, T. (Acta Applicandae Mathematicae, 2006)

Bias and overtaking equilibria for zero-sum continuous-time Markov games - Prieto-Rumeau, T.; Hernández-Lerma, O. (Mathematical Methods of Operations Research, 2005)

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, 2005)

Central limit theorem for the estimator of the value of an optimal stopping problem - Prieto-Rumeau, T. (Test, 2005)

Estimation of an optimal solution of a LP problem with unknown objective function - Prieto-Rumeau, T. (Mathematical Programming, 2004)

SDP vs. LP relaxations for the moment approach in some performance evaluation problems - Lasserre, J.-B.; Prieto-Rumeau, T. (Stochastic Models, 2004)

Statistical inference for a finite optimal stopping problem with unknown transition probabilities - Rumeau, T.P. (Test, 2003)

Discrete-time control with non-constant discount factor - Jasso-Fuentes, H.; Menaldi, J.-L.; Prieto-Rumeau, T. (Mathematical Methods of Operations Research, 2020)

Random assignment processes: strong law of large numbers and De Finetti theorem - Vélez, R.; Prieto-Rumeau, T. (Test, 2015)

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)

STATIONARY MARKOV NASH EQUILIBRIA FOR NONZERO-SUM CONSTRAINED ARAT MARKOV GAMES - Dufour, F.; Prieto-Rumeau, T. (SIAM Journal on Control and Optimization, 2022)

Nash Equilibria for Total Expected Reward Absorbing Markov Games: The Constrained and Unconstrained Cases - Dufour, F.; Prieto-Rumeau, T. (Applied Mathematics and Optimization, 2024)

ABSORBING MARKOV DECISION PROCESSES - Dufour, F.; Prieto-Rumeau, T. (ESAIM - Control, Optimisation and Calculus of Variations, 2024)

Constrained Markov Decision Processes with Non-constant Discount Factor - Jasso-Fuentes, H.; Prieto-Rumeau, T. (Journal of Optimization Theory and Applications, 2024)

MAXIMIZING THE PROBABILITY OF VISITING A SET INFINITELY OFTEN FOR A MARKOV DECISION PROCESS WITH BOREL STATE AND ACTION SPACES - Dufour, F.; Prieto-Rumeau, T. (Journal of Applied Probability, 2024)

ABSORBING MARKOV DECISION PROCESSES AND THEIR OCCUPATION MEASURES - Dufour, F.C.; Prieto-Rumeau, T. (SIAM Journal on Control and Optimization, 2025)

FINDING THE OPTIMAL RATE OF DISPERSAL FOR A POPULATION: A MARKOV DECISION PROCESS APPROACH - Franco,D.; Prieto-Rumeau,T.; Segura,J. (SIAM Journal on Applied Mathematics, 2025)