15 citations · 30 across the 21 of their papers we have counts for
17 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…
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…
A useful technique for piecewise deterministic Markov decision processes
Xin Guo, Yi Zhang
This paper presents with justifications a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded t…
Linear programming approach to optimal impulse control problems with functional constraints
Alexey Piunovskiy, Yi Zhang
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart fro…
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…