Browse by People

Piunovskiy, Alexey and Zhang, Yi ORCID: 0000-0002-3200-6306 (2021) Aggregated occupation measures and linear programming approach to constrained impulse control problems. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 499 (2). p. 125070.

Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 and Zhang, Yi (2014) Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach. 4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH, 12 (1). pp. 49-75.

Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 (2022) Duality in optimal impulse control. Journal of Mathematical Analysis and Applications, 509 (1). p. 125942.

Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 and Zhang, Yi ORCID: 0000-0002-3200-6306 (2024) Extreme occupation measures in Markov decision processes with an absorbing state. SIAM Journal on Control and Optimization, 62 (1). pp. 65-90.

Piunovskiy, Alexey and Zhang, Yi ORCID: 0000-0002-3200-6306 (2022) Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints: linear programming approach via a reduction method. SIAM Journal on Control and Optimization, 60 (3). pp. 1892-1917.

Avrachenkov, Konstantin, Piunovskiy, Alexey and Zhang, Yi ORCID: 0000-0002-3200-6306 (2018) Hitting Times in Markov Chains with Restart and their Application to Network Centrality. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 20 (4). pp. 1173-1188.

Dufour, François and Piunovskiy, Alexey (2015) Impulsive control for continuous-time Markov decision processes. Advances in Applied Probability, 47 (01). pp. 106-127.

Avrachenkov, Konstantin, Habachi, Oussama, Piunovskiy, Alexey and Zhang, Yi (2015) Infinite horizon optimal impulsive control with applications to Internet congestion control. International Journal of Control, 88 (4). pp. 703-716.

Avrachenkov, Konstantin, Habachi, Oussama, Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 and Zhang, Yi ORCID: 0000-0002-3200-6306 (2015) Infinite horizon optimal impulsive control with applications to Internet congestion control. INTERNATIONAL JOURNAL OF CONTROL, 88 (4). pp. 703-716.

Piunovskiy, Alexey and Zhang, Yi ORCID: 0000-0002-3200-6306 (2021) Linear programming approach to optimal impulse control problems with functional constraints. Journal of Mathematical Analysis and Applications, 496 (2). p. 124817.

Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 and Vasiev, Bakhtier ORCID: 0000-0002-3452-7885 (2022) Modelling ethnogenesis. BIOSYSTEMS, 219. 104731-.

Guo, Xin ORCID: 0000-0002-6523-0339, Piunovskiy, Alexey and Zhang, Yi ORCID: 0000-0002-3200-6306 (2017) NOTE ON DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH A LOWER BOUNDING FUNCTION. JOURNAL OF APPLIED PROBABILITY, 54 (4). pp. 1071-1088.

Guo, Xin, Kurushima, Aiko, Piunovskiy, Alexey and Zhang, Yi ORCID: 0000-0002-3200-6306 (2021) ON GRADUAL-IMPULSE CONTROL OF CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH EXPONENTIAL UTILITY. ADVANCES IN APPLIED PROBABILITY, 53 (2). pp. 301-334.

Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 and Zhang, Yi (2024) On a verification theorem for optimality of strategies} in Markov decision processes with total cost. Communications in Optimization Theory.

Piunovskiy, Alexey and Zhang, Y ORCID: 0000-0002-3200-6306 (2020) On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only. SIAM Journal on Control and Optimization, 58 (1). pp. 192-214.

Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 and zhang, yi (2024) On the continuity of the projection mapping from strategic measures to occupation measures in absorbing Markov decision processes. Applied Mathematics and Optimization.

Dufour, Francois, Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 and Plakhov, Alexander (2022) On the equivalence of the integral and differential Bellman equations in impulse control problems. International Journal of Control, 95 (1). pp. 173-186.

Piunovskiy, Alexey ORCID: 0000-0002-9683-4856 and Zhang, Yi ORCID: 0000-0002-3200-6306 (2023) On the structure of optimal solutions in a mathematical programming problem in a convex space. Operations Research Letters, 51 (5). pp. 488-493.

Piunovskiy, Alexey ORCID: 0000-0002-9683-4856, Plakhov, Alexander and Tumanov, Mikhail (2020) Optimal impulse control of a SIR epidemic. OPTIMAL CONTROL APPLICATIONS & METHODS, 41 (2). pp. 448-468.

Piunovskiy, Alexey (2015) Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes. SIAM Journal on Control and Optimization, 53 (6). pp. 3503-3533.

Guo, Xin ORCID: 0000-0002-6523-0339 (2020) Risk-sensitive Markov Decision Processes. PhD thesis, University of Liverpool.