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Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process

François Dufour , Tomás Prieto-Rumeau
Journal of Mathematical Analysis and Applications, 2022, ⟨10.1016/j.jmaa.2021.125639⟩
Journal articles hal-03507261v1

Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances

François Dufour , Tomás Prieto-Rumeau
Dynamic Games and Applications, 2019, 9 (1), pp.68-102. ⟨10.1007/s13235-018-0253-y⟩
Journal articles hal-01953983v1

Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities

François Dufour , Tomás Prieto-Rumeau
Stochastics: An International Journal of Probability and Stochastic Processes, 2015, 87 (2), pp.273 - 307. ⟨10.1080/17442508.2014.939979⟩
Journal articles hal-01246225v1

Computable approximations for average Markov decision processes in continuous time

Jonatha Anselmi , François Dufour , Tomás Prieto-Rumeau
Journal of Applied Probability, 2018, 55 (02), pp.571-592. ⟨10.1017/jpr.2018.36⟩
Journal articles hal-01949945v1

Stochastic approximations of constrained discounted Markov decision processes

François Dufour , Tomás Prieto-Rumeau
Journal of Mathematical Analysis and Applications, 2014, 413 (2), pp.856-879. ⟨10.1016/j.jmaa.2013.12.016⟩
Journal articles hal-01103693v1

Approximations for Average Markov Decision Processes in Continuous-time

François Dufour , Tomás Prieto-Rumeau
SIAM Conference on Control and its Applications, Jul 2017, Pittsburgh, United States
Conference papers hal-01665755v1

Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures

Jonatha Anselmi , François Dufour , Tomás Prieto-Rumeau
Journal of Mathematical Analysis and Applications, 2016, 443 (2), pp.1323 - 1361. ⟨10.1016/j.jmaa.2016.05.055⟩
Journal articles hal-01412615v1

Numerical Approximations for Discounted Continuous Time Markov Decision Processes

François Dufour , Tomás Prieto-Rumeau
George Yin; Qing Zhang. Modeling, Stochastic Control, Optimization, and Applications, Springer, pp.147-171, 2019, ⟨10.1007/978-3-030-25498-8_7⟩
Book sections hal-02414376v1

Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games

François Dufour , Tomás Prieto-Rumeau
SIAM Journal on Control and Optimization, 2022, ⟨10.1137/21M144565X⟩
Journal articles hal-03510818v1