activity
20202025
collaborators

6 papers

math.PR2025

Reach-avoid semi-Markov decision processes with time-varying obstacles

Yanyun Li, Xianping Guo

We consider the maximal reach-avoid probability to a target in finite horizon for semi-Markov decision processes with time-varying obstacles. Since the variance of the obstacle set…

math.OC2024

The minimal hitting probability of continuous-time controlled Markov systems with countable states

Yanyun Li, Junping Li

This paper concentrates on the minimal hitting probability of continuous-time controlled Markov systems (CTCMSs) with countable state and finite admissible action spaces. The exist…

math.PR2024

Decay property of a class of d-dimensional Markov processes

Yanyun Li

In this paper, we consider the decay property of a special class of -dimensional Markov processes, which can be viewed as a stopped network with the external customer being bloc…

math.OC2023

On reachability of Markov decision processes: a novel state-classification-based PI approach

Yanyun Li, Xin Guo, Xianping Guo

This paper concentrates on the reliability of a discrete-time controlled Markov system with finite states and actions, and aims to give an efficient algorithm for obtaining an opti…

math.PR2020

The jumping properties of Markov branching processes

Yanyun Li, Junping Li

It is well-known that 0 is the absorbing state for a branching system. Each particle in the system lives a random long time and gives a random number of new particles at its death…

math.PR2020

The down/up crossing properties of weighted Markov branching processes

Yanyun Li, Junping Li

We consider the down/up crossing property of weighted Markov branching processes. The joint probability distribution of multi crossing numbers of such processes are obtained. In pa…