15 citations · 28 across the 13 of their papers we have counts for
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math.OC2018
On gradual-impulse control of continuous-time Markov decision processes with exponential utility
Xin Guo, Aiko Kurushima, Alexey Piunovskiy +1
In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the expo…
math.OC2018★ 15 cited
Optimal Impulse Control of Dynamical Systems
Alexey Piunovskiy, Alexander Plakhov, Delfim F. M. Torres +1
Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equiva…