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math.OC2026
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…
math.OC2026
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…