15 citations · 30 across the 21 of their papers we have counts for
4 papers · 1 filter
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…
Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints
Konstantin Avrachenkov, Alexei Piunovskiy, Yi Zhang
Motivated by various applications from Internet congestion control to power control in smart grids and electric vehicle charging, we study Generalized Additive Increase Multiplicat…
Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
Xin Guo, Qiuli Liu, Yi Zhang
We consider a risk-sensitive continuous-time Markov decision process over a finite time duration. Under the conditions that can be satisfied by unbounded transition and cost rates,…
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…