2024
Piunovskiy, A., & Zhang, Y. (2024). On the Continuity of the Projection Mapping from Strategic Measures to Occupation Measures in Absorbing Markov Decision Processes. Applied Mathematics & Optimization, 89(3). doi:10.1007/s00245-024-10124-7DOI: 10.1007/s00245-024-10124-7
Piunovskiy, A., & Zhang, Y. (2024). Extreme occupation measures in Markov decision processes with an absorbing state.. SIAM Journal on Control and Optimization.
2023
Piunovskiy, A., & Zhang, Y. (2023). On the structure of optimal solutions in a mathematical programming problem in a convex space. Operations Research Letters, 51(5), 488-493. doi:10.1016/j.orl.2023.07.006DOI: 10.1016/j.orl.2023.07.006
2022
Piunovskiy, A., & Zhang, Y. (2022). Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints: linear programming approach via a reduction method. SIAM Journal on Control and Optimization.
2021
Piunovskiy, A., & Zhang, Y. (2021). Aggregated occupation measures and linear programming approach to constrained impulse control problems. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 499(2). doi:10.1016/j.jmaa.2021.125070DOI: 10.1016/j.jmaa.2021.125070
Modern Trends in Controlled Stochastic Processes: Theory and Applications, V.III (Book)
Piunovskiy, A., & Zhang, Y. (Eds.) (2021). Modern Trends in Controlled Stochastic Processes:. Springer International Publishing. doi:10.1007/978-3-030-76928-4DOI: 10.1007/978-3-030-76928-4
On Finite Approximations to Markov Decision Processes with Recursive and Nonlinear Discounting (Chapter)
Deng, F., Guo, X., & Zhang, Y. (2021). On Finite Approximations to Markov Decision Processes with Recursive and Nonlinear Discounting. In Modern Trends in Controlled Stochastic Processes: (pp. 221-247). Springer International Publishing. doi:10.1007/978-3-030-76928-4_11DOI: 10.1007/978-3-030-76928-4_11
Guo, X., Kurushima, A., Piunovskiy, A., & Zhang, Y. (2021). ON GRADUAL-IMPULSE CONTROL OF CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH EXPONENTIAL UTILITY. ADVANCES IN APPLIED PROBABILITY, 53(2), 301-334. doi:10.1017/apr.2020.64DOI: 10.1017/apr.2020.64
Piunovskiy, A., & Zhang, Y. (2021). Linear programming approach to optimal impulse control problems with functional constraints. Journal of Mathematical Analysis and Applications, 124817. doi:10.1016/j.jmaa.2020.124817DOI: 10.1016/j.jmaa.2020.124817
Zhang, Y., & Guo, X. (2021). A useful technique for piecewise deterministic Markov decision processes. Operations Research Letters. doi:10.1016/j.orl.2020.11.002DOI: 10.1016/j.orl.2020.11.002
2020
Guo, X., & Zhang, Y. (2020). On Risk-Sensitive Piecewise Deterministic Markov Decision Processes. APPLIED MATHEMATICS AND OPTIMIZATION, 81(3), 685-710. doi:10.1007/s00245-018-9485-xDOI: 10.1007/s00245-018-9485-x
Piunovskiy, A., & Zhang, Y. (2020). On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only. SIAM Journal on Control and Optimization, 58(1), 192-214. doi:10.1137/19M1248303DOI: 10.1137/19M1248303
Continuous-Time Markov Decision Processes (Book)
Piunovskiy, A., & Zhang, Y. (2020). Continuous-Time Markov Decision Processes. Springer International Publishing. doi:10.1007/978-3-030-54987-9DOI: 10.1007/978-3-030-54987-9
2019
Optimal impulse control of dynamical systems (Journal article)
Piunovskiy, A. B., Plakhov, A., Torres, D., & Zhang, Y. (2019). Optimal impulse control of dynamical systems. SIAM Journal on Control and Optimization, 57(4), 2720-2752. doi:10.1137/18M1212069DOI: 10.1137/18M1212069
Guo, X., Liu, Q., & Zhang, Y. (2019). Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates. 4OR. doi:10.1007/s10288-019-0398-6DOI: 10.1007/s10288-019-0398-6
2018
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2018). Hitting Times in Markov Chains with Restart and their Application to Network Centrality. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 20(4), 1173-1188. doi:10.1007/s11009-017-9600-5DOI: 10.1007/s11009-017-9600-5
Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints. (Conference Paper)
Avrachenkov, K., Piunovskiy, A. B., & Zhang, Y. (2018). Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints.. In CDC (pp. 880-887). IEEE. Retrieved from https://doi.org/10.1109/CDC37347.2018
Zhang, Y. (2018). On the Nonexplosion and Explosion for Nonhomogeneous Markov Pure Jump Processes. JOURNAL OF THEORETICAL PROBABILITY, 31(3), 1322-1355. doi:10.1007/s10959-017-0763-3DOI: 10.1007/s10959-017-0763-3
Kurushima, A., Piunovskiy, A., & Zhang, Y. (2018). NOWAK'S THEOREM ON PROBABILITY MEASURES INDUCED BY STRATEGIES REVISITED. THEORY OF PROBABILITY AND ITS APPLICATIONS, 62(2), 328-334. doi:10.1134/S0040585X97T988630DOI: 10.1137/S0040585X97T988630
2017
Guo, X., Piunovskiy, A., & Zhang, Y. (2017). NOTE ON DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH A LOWER BOUNDING FUNCTION. JOURNAL OF APPLIED PROBABILITY, 54(4), 1071-1088. doi:10.1017/jpr.2017.53DOI: 10.1017/jpr.2017.53
Zhang, Y. (2017). Continuous-Time Markov Decision Processes with Exponential Utility. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 55(4), 2636-2660. doi:10.1137/16M1086261DOI: 10.1137/16M1086261
Guo, X., & Zhang, Y. (2017). Zero-sum continuous-time Markov pure jump game over a fixed duration. Journal of Mathematical Analysis and Applications, 452(2), 1194-1208. doi:10.1016/j.jmaa.2017.03.073DOI: 10.1016/j.jmaa.2017.03.073
Guo, X., Huang, Y., & Zhang, Y. (2017). Constrained Continuous-Time Markov Decision Processes on the Finite Horizon. APPLIED MATHEMATICS AND OPTIMIZATION, 75(2), 317-341. doi:10.1007/s00245-016-9352-6DOI: 10.1007/s00245-016-9352-6
Constrained total undiscounted continuous-time Markov decision processes (Journal article)
Guo, X., & Zhang, Y. (2017). Constrained total undiscounted continuous-time Markov decision processes. Bernoulli, 23(3), 1694-1736. doi:10.3150/15-BEJ793DOI: 10.3150/15-bej793
2016
Guo, X., & Zhang, Y. (2016). Optimality of mixed policies for average continuous-time Markov decision processes with constraints. Mathematics of Operations Research, 41(4), 1161-1207. doi:10.1287/moor.2015.0777DOI: 10.1287/moor.2015.0777
2015
Avrachenkov, K., Habachi, O., Piunovskiy, A., & Zhang, Y. (2015). Infinite horizon optimal impulsive control with applications to Internet congestion control. INTERNATIONAL JOURNAL OF CONTROL, 88(4), 703-716. doi:10.1080/00207179.2014.971436DOI: 10.1080/00207179.2014.971436
Guo, X., Huang, X., & Zhang, Y. (2015). ON THE FIRST PASSAGE <i>g</i>-MEAN-VARIANCE OPTIMALITY FOR DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 53(3), 1406-1424. doi:10.1137/140968872DOI: 10.1137/140968872
2014
AVERAGE OPTIMALITY FOR CONTINUOUS-TIME MARKOV DECISION PROCESSES UNDER WEAK CONTINUITY CONDITIONS (Journal article)
Zhang, Y. (2014). AVERAGE OPTIMALITY FOR CONTINUOUS-TIME MARKOV DECISION PROCESSES UNDER WEAK CONTINUITY CONDITIONS. JOURNAL OF APPLIED PROBABILITY, 51(4), 954-970. Retrieved from https://www.webofscience.com/
Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions (Journal article)
Zhang, Y. (2014). Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions. Journal of Applied Probability, 51(04), 954-970. doi:10.1017/s0021900200011918DOI: 10.1017/s0021900200011918
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Journal article)
Piunovskiy, A., & Zhang, Y. (2014). Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach. 4OR, 12(1), 49-75. doi:10.1007/s10288-013-0236-1DOI: 10.1007/s10288-013-0236-1
First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies (Journal article)
Guo, X., Song, X., & Zhang, Y. (2014). First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 59(1), 163-174. doi:10.1109/TAC.2013.2281475DOI: 10.1109/TAC.2013.2281475
Markov decision processes with iterated coherent risk measures (Journal article)
Chu, S., & Zhang, Y. (2014). Markov decision processes with iterated coherent risk measures. INTERNATIONAL JOURNAL OF CONTROL, 87(11), 2286-2293. doi:10.1080/00207179.2014.909947DOI: 10.1080/00207179.2014.909947
2013
Markov Processes with Restart (Journal article)
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2013). Markov Processes with Restart. Journal of Applied Probability, 50(4), 960-968. doi:10.1239/jap/1389370093DOI: 10.1239/jap/1389370093
Markov Processes with Restart (Journal article)
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2013). Markov Processes with Restart. Journal of Applied Probability, 50(04), 960-968. doi:10.1017/s0021900200013735DOI: 10.1017/s0021900200013735
Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria (Journal article)
Guo, X., Vykertas, M., & Zhang, Y. (2013). Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria. Advances in Applied Probability, 45(2), 490-519. doi:10.1239/aap/1370870127DOI: 10.1239/aap/1370870127
Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors (Journal article)
Zhang, Y. (2013). Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors. TOP, 21(2), 378-408. doi:10.1007/s11750-011-0186-8DOI: 10.1007/s11750-011-0186-8
2012
Fluid Approximations to Markov Decision Processes with Local Transitions (Chapter)
Piunovskiy, A., & Zhang, Y. (2012). Fluid Approximations to Markov Decision Processes with Local Transitions. In Systems & Control: Foundations & Applications (pp. 225-238). Birkhäuser Boston. doi:10.1007/978-0-8176-8337-5_13DOI: 10.1007/978-0-8176-8337-5_13
The Transformation Method for Continuous-Time Markov Decision Processes (Journal article)
Piunovskiy, A., & Zhang, Y. (2012). The Transformation Method for Continuous-Time Markov Decision Processes. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 154(2), 691-712. doi:10.1007/s10957-012-0015-8DOI: 10.1007/s10957-012-0015-8
2011
DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH UNBOUNDED RATES: THE CONVEX ANALYTIC APPROACH (Journal article)
Piunovskiy, A., & Zhang, Y. (2011). DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH UNBOUNDED RATES: THE CONVEX ANALYTIC APPROACH. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 49(5), 2032-2061. doi:10.1137/10081366XDOI: 10.1137/10081366X
Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case (Journal article)
Piunovskiy, A., & Zhang, Y. (2011). Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 73(2), 159-187. doi:10.1007/s00186-010-0340-3DOI: 10.1007/s00186-010-0340-3
ASYMPTOTIC FLUID OPTIMALITY AND EFFICIENCY OF THE TRACKING POLICY FOR BANDWIDTH-SHARING NETWORKS (Journal article)
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2011). ASYMPTOTIC FLUID OPTIMALITY AND EFFICIENCY OF THE TRACKING POLICY FOR BANDWIDTH-SHARING NETWORKS. JOURNAL OF APPLIED PROBABILITY, 48(1), 90-113. doi:10.1239/jap/1300198138DOI: 10.1239/jap/1300198138
2010
Convergence of trajectories and optimal buffer sizing for MIMD congestion control (Journal article)
Zhang, Y., Piunovskiy, A., Ayesta, U., & Avrachenkov, K. (2010). Convergence of trajectories and optimal buffer sizing for MIMD congestion control. Computer Communications, 33(2), 149-159. doi:10.1016/j.comcom.2009.08.008DOI: 10.1016/j.comcom.2009.08.008
2008
Fluid Model of an Internet Router under the MIMD Control Scheme (Chapter)
Ayesta, U., Piunovskiy, A., & Zhang, Y. (2008). Fluid Model of an Internet Router under the MIMD Control Scheme. In Telecommunications Modeling, Policy, and Technology (pp. 239-251 (13 pages)). NY: Springer.
Fluid model of an Internet router under the MIMD control scheme (Journal article)
Ayesta, U., Piunovskiy, A. B., & Zhang, Y. (2008). Fluid model of an Internet router under the MIMD control scheme. TELECOMMUNICATIONS MODELING, POLICY, AND TECHNOLOGY, 239-+. Retrieved from https://www.webofscience.com/
