15 citations · 28 across the 13 of their papers we have counts for
11 papers · 1 filter
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…
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…
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…
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…
Extreme occupation measures in Markov decision processes with a cemetery
Alexey Piunovskiy, Yi Zhang
In this paper, we consider a Markov decision process (MDP) with a Borel state space , where is an absorbing state (cemetery), and a Borel action space $\te…
Aggregated occupation measures and linear programming approach to constrained impulse control problems
Alexey Piunovskiy, Yi Zhang
For a constrained optimal impulse control problem of an abstract dynamical system, we introduce the occupation measures along with aggregated occupation measures and present two as…