Estimation of an optimal solution of a LP problem with unknown objective function. - Tomás Prieto-Rumeau (Math. Program., 2004)

The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains. - Tomás Prieto-Rumeau; Onésimo Hernández-Lerma (Math. Methods Oper. Res., 2005)

Bias and overtaking equilibria for zero-sum continuous-time Markov games. - Tomás Prieto-Rumeau; Onésimo Hernández-Lerma (Math. Methods Oper. Res., 2005)

Bias Optimality for Continuous-Time Controlled Markov Chains. - Tomás Prieto-Rumeau; Onésimo Hernández-Lerma (SIAM J. Control. Optim., 2006)

Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints. - Tomás Prieto-Rumeau; Onésimo Hernández-Lerma (SIAM J. Control. Optim., 2008)

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains. - Tomás Prieto-Rumeau; Onésimo Hernández-Lerma (Math. Methods Oper. Res., 2009)

The vanishing discount approach to constrained continuous-time controlled Markov chains. - Tomás Prieto-Rumeau; Onésimo Hernández-Lerma (Syst. Control. Lett., 2010)

Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains. - Tomás Prieto-Rumeau; José María Lorenzo (IEEE Trans. Autom. Control., 2010)

Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models. - Tomás Prieto-Rumeau; Onésimo Hernández-Lerma (J. Appl. Probab., 2012)

Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes. - François Dufour; Tomás Prieto-Rumeau (SIAM J. Control. Optim., 2013)

Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion. - José María Lorenzo; Ismael Hernández-Noriega; Tomás Prieto-Rumeau (Oper. Res. Lett., 2015)

Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results. - Tomás Prieto-Rumeau; Onésimo Hernández-Lerma (Ann. Oper. Res., 2016)

Computable approximations for average Markov decision processes in continuous time. - Jonatha Anselmi; François Dufour; Tomás Prieto-Rumeau (J. Appl. Probab., 2018)

Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances. - François Dufour; Tomás Prieto-Rumeau (Dyn. Games Appl., 2019)

Discrete-time control with non-constant discount factor. - Héctor Jasso-Fuentes; José-Luis Menaldi; Tomás Prieto-Rumeau (Math. Methods Oper. Res., 2020)

Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games. - François Dufour; Tomás Prieto-Rumeau (SIAM J. Control. Optim., 2022)

Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces. - François Dufour; Tomás Prieto-Rumeau (J. Appl. Probab., 2024)

Constrained Markov Decision Processes with Non-constant Discount Factor. - Héctor Jasso-Fuentes; Tomás Prieto-Rumeau (J. Optim. Theory Appl., 2024)

Absorbing Markov Decision Processes and Their Occupation Measures. - François Dufour; Tomás Prieto-Rumeau (SIAM J. Control. Optim., 2025)