Raimundo Saona

Raimundo Saona is a Research Fellow in the Department of Mathematics at the London School of Economics and Political Science (LSE), where he joined in 2025. His work bridges theoretical mathematics with practical applications in computer science and decision theory.

His research focuses on Game Theory, Probability Theory, Algorithmic Game Theory, Stochastic Analysis, Optimal Control, and Imprecise Probability Theory. He develops mathematical tools to provide new insights on situations involving uncertainty, working with both continuous and discrete models, proving theoretical existence theorems, coding efficient algorithms, and analyzing both dynamic online and static offline settings.

His publication record shows a strong focus on stochastic games, Markov decision processes, and prophet inequalities. His recent work (2022-2024) has centered on ergodic unobservable MDPs, marginal values in stochastic games, and zero-sum random games on directed graphs, demonstrating his continued contribution to advancing theoretical frameworks in game theory and decision processes. His earlier work established foundational results in POMDPs and prophet inequalities.