| A survey of recent results on continuous-time Markov decision processes X Guo, O Hernández-Lerma, T Prieto-Rumeau, XR Cao, J Zhang, Q Hu, ... Top 14, 177-261, 2006 | 85 | 2006 |
| Pricing a class of exotic options via moments and SDP relaxations JB Lasserre, T Prieto‐Rumeau, M Zervos Mathematical Finance 16 (3), 469-494, 2006 | 77 | 2006 |
| Selected topics on continuous-time controlled Markov chains and Markov games T Prieto-Rumeau, O Hernández-Lerma World Scientific, 2012 | 64 | 2012 |
| Approximation of Markov decision processes with general state space F Dufour, T Prieto-Rumeau Journal of Mathematical Analysis and applications 388 (2), 1254-1267, 2012 | 62 | 2012 |
| SDP vs. LP relaxations for the moment approach in some performance evaluation problems JB Lasserre, T Prieto-Rumeau Taylor & Francis Group 20 (4), 439-456, 2004 | 60 | 2004 |
| Finite linear programming approximations of constrained discounted Markov decision processes F Dufour, T Prieto-Rumeau SIAM Journal on Control and Optimization 51 (2), 1298-1324, 2013 | 59 | 2013 |
| Bias and overtaking equilibria for zero-sum continuous-time Markov games T Prieto-Rumeau, O Hernández-Lerma Mathematical Methods of Operations Research 61 (3), 437-454, 2005 | 54 | 2005 |
| Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities F Dufour, T Prieto-Rumeau Stochastics An International Journal of Probability and Stochastic Processes …, 2015 | 35 | 2015 |
| Bias optimality for continuous-time controlled Markov chains T Prieto-Rumeau, O Hernández-Lerma SIAM journal on control and optimization 45 (1), 51-73, 2006 | 32 | 2006 |
| Ergodic control of continuous-time Markov chains with pathwise constraints T Prieto-Rumeau, O Hernández-Lerma SIAM journal on control and optimization 47 (4), 1888-1908, 2008 | 30 | 2008 |
| The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains T Prieto-Rumeau, O Hernández-Lerma Mathematical Methods of Operations Research 61 (1), 123-145, 2005 | 25 | 2005 |
| Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains T Prieto-Rumeau, O Hernández-Lerma Mathematical Methods of Operations Research 70 (3), 527-540, 2009 | 24 | 2009 |
| Discounted continuous-time controlled Markov chains: convergence of control models T Prieto-Rumeau, O Hernández-Lerma Journal of Applied Probability 49 (4), 1072-1090, 2012 | 22 | 2012 |
| Approximating ergodic average reward continuous-time controlled Markov chains T Prieto-Rumeau, JÉMÍ Lorenzo IEEE transactions on automatic control 55 (1), 201-207, 2009 | 22 | 2009 |
| Stochastic approximations of constrained discounted Markov decision processes F Dufour, T Prieto-Rumeau Journal of Mathematical Analysis and Applications 413 (2), 856-879, 2014 | 21 | 2014 |
| The vanishing discount approach to constrained continuous-time controlled Markov chains T Prieto-Rumeau, O Hernández-Lerma Systems & control letters 59 (8), 504-509, 2010 | 16 | 2010 |
| Discrete-time control with non-constant discount factor H Jasso-Fuentes, JL Menaldi, T Prieto-Rumeau Mathematical Methods of Operations Research 92, 377-399, 2020 | 15 | 2020 |
| Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results T Prieto-Rumeau, O Hernández-Lerma Annals of Operations Research 241, 249-293, 2016 | 13 | 2016 |
| Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion T Prieto-Rumeau, JM Lorenzo Top 23 (3), 799-836, 2015 | 13 | 2015 |
| Bias and overtaking optimality for continuous-time jump Markov decision processes in Polish spaces Q Zhu, T Prieto-Rumeau Journal of applied probability 45 (2), 417-429, 2008 | 13 | 2008 |
