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math.PR2021★ 1 cited
Turnpikes and Random Walk
Alexey Piunovskiy
In this paper we revise the theory of turnpikes in discounted Markov decision processes, prove the turnpike theorem for the undiscounted model and apply the results to the specific…
math.PR2012
Markov Processes with Restart
Konstantin Avrachenkov, Alexei Piunovskiy, Zhang Yi
We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an in…