//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Prieto-Rumeau, Tomás"
~source:"repec"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Overtaking optimality
4
Average reward criteria
2
Average reward optimality
2
Average variance
2
Bias optimality
2
Blackwell optimality
2
Continuous-time controlled Markov chains
2
Continuous-time controlled Markov chains (also known as Markov decision processes)
2
Continuous-time zero-sum Markov games
2
Laurent series
2
Markov decision processes
2
Sensitive discount criteria
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Language
All
Undetermined
6
Author
All
Prieto-Rumeau, Tomás
Posch, Olaf
15
Andersen, Torben G.
11
Scalas, Enrico
11
Wälde, Klaus
11
Bollerslev, Tim
10
Trimborn, Timo
8
Diebold, Francis X.
7
Friedman, Daniel
7
McAleer, Michael
7
Oprea, Ryan
7
Guo, Xianping
6
Hernández-Lerma, Onésimo
6
Augeraud-Véron, Emmanuelle
5
Federici, Daniela
5
Gandolfo, Giancarlo
5
Gao, Jiti
5
Hong, Yongmiao
5
Horsley, Anthony
5
Riedel, Frank
5
Casas, Isabel
4
D'Albis, Hippolyte
4
Flaschel, Peter
4
Folmer, Henk
4
Guerrazzi, Marco
4
Harvey, Charles M.
4
Hess, Wolfgang
4
Ishida, Isao
4
Kleinow, Torsten
4
Maggi, Bernardo
4
Mainardi, Francesco
4
Nijkamp, Peter
4
Oya, Kosuke
4
Patuelli, Roberto
4
Persson, Maria
4
Raberto, Marco
4
Yu, Jun
4
Østerdal, Lars Peter
4
Alòs, Elisa
3
Bayer, Christian
3
more ...
less ...
Published in...
All
Computational Statistics
3
Mathematical Methods of Operations Research
3
Source
All
RePEc
ECONIS (ZBW)
2
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Variance minimization and the overtaking optimality approach to
continuous-time
controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Computational Statistics
70
(
2009
)
3
,
pp. 527-540
This paper deals with denumerable-state
continuous-time
controlled Markov chains with possibly unbounded transition and …
Persistent link: https://www.econbiz.de/10010759505
Saved in:
2
Variance minimization and the overtaking optimality approach to
continuous-time
controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical Methods of Operations Research
70
(
2009
)
3
,
pp. 527-540
This paper deals with denumerable-state
continuous-time
controlled Markov chains with possibly unbounded transition and …
Persistent link: https://www.econbiz.de/10010999914
Saved in:
3
Bias and overtaking equilibria for zero-sum
continuous-time
Markov games
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Computational Statistics
61
(
2005
)
3
,
pp. 437-454
This paper deals with
continuous-time
zero-sum two-person Markov games with denumerable state space, general (Borel …
Persistent link: https://www.econbiz.de/10010847694
Saved in:
4
The Laurent series, sensitive discount and Blackwell optimality for
continuous-time
controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Computational Statistics
61
(
2005
)
1
,
pp. 123-145
This paper gives conditions for the convergence of the Laurent series expansion for a class of
continuous-time
…
Persistent link: https://www.econbiz.de/10010847972
Saved in:
5
Bias and overtaking equilibria for zero-sum
continuous-time
Markov games
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical Methods of Operations Research
61
(
2005
)
3
,
pp. 437-454
This paper deals with
continuous-time
zero-sum two-person Markov games with denumerable state space, general (Borel …
Persistent link: https://www.econbiz.de/10010999720
Saved in:
6
The Laurent series, sensitive discount and Blackwell optimality for
continuous-time
controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical Methods of Operations Research
61
(
2005
)
1
,
pp. 123-145
This paper gives conditions for the convergence of the Laurent series expansion for a class of
continuous-time
…
Persistent link: https://www.econbiz.de/10010999972
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->