2 papers
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…
math.OC2023
On the continuity of the projection mapping from strategic measures to occupation measures in absorbing Markov decision processes
Alexey Piunovskiy, Yi Zhang
In this paper, we prove the following assertion for an absorbing Markov decision process (MDP) with the given initial distribution, which is also assumed to be semi-continuous: the…