Tomás Prieto-Rumeau

Publications

589

Citations

H-Index

2004

Active since

Affiliations

Universidad Nacional de Educación a Distancia(Current)

Centro de Investigación y de Estudios Avanzados del Instituto Politécnico Nacional

Institut de Mathématiques de Bordeaux

Institut Polytechnique de Bordeaux

Wayne State University

Tomás Prieto-Rumeau is an author at Universidad Nacional de Educación a Distancia specializing in probability theory, engineering, and computer science.

ORCID

Top concepts

ProbabilityEngineeringComputer ScienceOperations ResearchMathematical ProgrammingProcess ControlSystems EngineeringStochastic ProcessesStochastic OptimizationBusiness

Publications per year

2004–2020

Publications

A survey of recent results on continuous-time Markov decision processes

Xianping Guo, Onésimo Hernández–Lerma, Tomás Prieto-Rumeau et al. · Top · 2006 · 74 citations

Engineering, Real-time Decision-making, Stochastic Game +9

PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS

Jean B. Lasserre, Tomás Prieto-Rumeau, Mihail Zervos · Mathematical Finance · 2006 · 59 citations

Mathematical Programming, Engineering, Stochastic Analysis +19

Approximation of Markov decision processes with general state space

François Dufour, Tomás Prieto-Rumeau · Journal of Mathematical Analysis and Applications · 2011 · 52 citations

Engineering, Markov Kernel, Markov Decision Processes +3

Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes

François Dufour, Tomás Prieto-Rumeau · SIAM Journal on Control and Optimization · 2013 · 47 citations

Mathematical Programming, Engineering, Stochastic Optimization +11

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

Tomás Prieto-Rumeau, Onésimo Hernández–Lerma · Mathematical Methods of Operations Research · 2005 · 42 citations

Stochastic Game, Game Theory, Business +4

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