3 papers
math.OC2026
Threshold Structure of Optimal Policies in Restart POMDPs
Konstantin Avrachenkov, Alexey Piunovskiy, Yi Zhang
We study a Restart POMDP (Partially Observable Markov Decision Process) on a general Borel state space, where the controller either lets the hidden state evolve unobserved or resta…
math.OC2026
Constrained optimal impulse control and inventory model
A. Piunovskiy
In this article, we consider the deterministic impulsively controlled system with infinite horizon and several discounted objective functionals. The constructed optimal control pro…
math.OC2025
Primal-dual programs for the constrained optimal impulse control: discounted model
Alexey Piunovskiy, Yi Zhang
This paper studies constrained optimal impulse control problems of a deterministic system described by a (semi)flow, where the performance measures are the discounted total costs i…