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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.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…