3 citations · 3 across the 8 of their papers we have counts for
5 papers · 1 filter
On the structure of optimal solutions in a mathematical programming problem in a convex space
Alexey Piunovskiy, Yi Zhang
We consider an optimization problem in a convex space with an affine objective function, subject to constraints in the forms of inequalities on some other affine functions,…
Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints: linear programming approach via a reduction method
Alexey Piunovskiy, Yi Zhang
We consider the constrained optimal control problem for the gradual-impulsive CTMDP model with the performance criteria being the expected total undiscounted costs (from the runnin…
Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria
Eugene A. Feinberg, Aleksey B. Piunovskiy
This paper studies Markov Decision Processes (MDPs) with atomless initial state distributions and atomless transition probabilities. Such MDPs are called atomless. The initial stat…
Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints
Konstantin Avrachenkov, Alexei Piunovskiy, Yi Zhang
Motivated by various applications from Internet congestion control to power control in smart grids and electric vehicle charging, we study Generalized Additive Increase Multiplicat…
Note on discounted continuous-time Markov decision processes with a lower bounding function
Xin Guo, Alexey Piunovskiy, Yi Zhang
In this paper, we consider the discounted continuous-time Markov decision process (CTMDP) with a lower bounding function. In this model, the negative part of each cost rate is boun…