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math.OC2020★ 2 cited
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…
math.OC2020
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…