2 papers
math.OC2023
On the structure of optimal solutions in a mathematical programming problem in a convex space
Alexey Piunovskiy, Yi Zhang
We consider an optimization problem in a convex space with an affine objective function, subject to constraints in the forms of inequalities on some other affine functions,…
math.OC2016
Zero-sum continuous-time Markov pure jump game over a fixed duration
Xin Guo, Yi Zhang
This paper considers a two-person zero-sum continuous-time Markov pure jump game in Borel state and action spaces over a fixed finite horizon. The main assumption on the model is t…