Extreme Occupation Measures in Markov Decision Processes with an Absorbing State.

Alexei B. Piunovskiy Alexey B. Piunovskiy https://orcid.org/0000-0002-9683-4856

Alexei B. Piunovskiy Yi Zhang 0027 Extreme Occupation Measures in Markov Decision Processes with an Absorbing State. 65-90 2024 February 62 SIAM J. Control. Optim. 1 https://doi.org/10.1137/23m1572398 https://www.wikidata.org/entity/Q130128219 db/journals/siamco/siamco62.html#PiunovskiyZ24

Alexey B. Piunovskiy Yi Zhang 0027 On the structure of optimal solutions in a mathematical programming problem in a convex space. 488-493 2023 September 51 Oper. Res. Lett. 5 https://doi.org/10.1016/j.orl.2023.07.006 db/journals/orl/orl51.html#PiunovskiyZ23

Alexey B. Piunovskiy Bakhtier Vasiev Modelling ethnogenesis. 104731 2022 219 Biosyst. https://doi.org/10.1016/j.biosystems.2022.104731 https://www.wikidata.org/entity/Q114748662 db/journals/biosystems/biosystems219.html#PiunovskiyV22

François Dufour Alexei B. Piunovskiy Alexander Plakhov On the equivalence of the integral and differential Bellman equations in impulse control problems. 173-186 2022 95 Int. J. Control 1 https://doi.org/10.1080/00207179.2020.1786766 db/journals/ijcon/ijcon95.html#DufourPP22

Alexey B. Piunovskiy Yi Zhang 0027 Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method. 1892-1917 2022 June 60 SIAM J. Control. Optim. 3 https://doi.org/10.1137/21m1444060 db/journals/siamco/siamco60.html#PiunovskiyZ22

Alexey B. Piunovskiy Yi Zhang 0027 On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only. 192-214 2020 58 SIAM J. Control. Optim. 1 https://doi.org/10.1137/19M1248303 https://www.wikidata.org/entity/Q126349621 db/journals/siamco/siamco58.html#PiunovskiyZ20

Eugene A. Feinberg Alexey B. Piunovskiy Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria. 163-191 2019 57 SIAM J. Control. Optim. 1 https://doi.org/10.1137/18M1194924 https://www.wikidata.org/entity/Q128620719 db/journals/siamco/siamco57.html#FeinbergP19

Alexey B. Piunovskiy Alexander Plakhov Delfim F. M. Torres Yi Zhang 0027 Optimal Impulse Control of Dynamical Systems. 2720-2752 2019 57 SIAM J. Control. Optim. 4 https://doi.org/10.1137/18M1212069 db/journals/siamco/siamco57.html#PiunovskiyPT019

Alexey B. Piunovskiy Realizable Strategies in Continuous-Time Markov Decision Processes. 473-495 2018 56 SIAM J. Control. Optim. 1 https://doi.org/10.1137/17M1138959 db/journals/siamco/siamco56.html#Piunovskiy18

Konstantin Avrachenkov Alexei B. Piunovskiy Yi Zhang 0027 Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints. 880-887 2018 CDC https://doi.org/10.1109/CDC.2018.8619537 conf/cdc/2018 db/conf/cdc/cdc2018.html#AvrachenkovP018

Konstantin Avrachenkov Alexei B. Piunovskiy Yi Zhang 0027 Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints. 2018 abs/1803.07127 CoRR http://arxiv.org/abs/1803.07127 db/journals/corr/corr1803.html#abs-1803-07127

Xin Guo Alexei B. Piunovskiy Yi Zhang 0027 Note on discounted continuous-time Markov decision processes with a lower bounding function. 1071-1088 2017 54 J. Appl. Probab. 4 https://doi.org/10.1017/jpr.2017.53 db/journals/jap/jap54.html#GuoPZ17

Oswaldo L. V. Costa François Dufour Alexei B. Piunovskiy Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes. 1444-1474 2016 54 SIAM J. Control. Optim. 3 https://doi.org/10.1137/140996380 db/journals/siamco/siamco54.html#CostaDP16

Konstantin Avrachenkov Oussama Habachi Alexei B. Piunovskiy Yi Zhang 0027 Infinite horizon optimal impulsive control with applications to Internet congestion control. 703-716 2015 88 Int. J. Control 4 https://doi.org/10.1080/00207179.2014.971436 db/journals/ijcon/ijcon88.html#AvrachenkovHPZ15

Alexey B. Piunovskiy Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes. 3503-3533 2015 53 SIAM J. Control. Optim. 6 https://doi.org/10.1137/15M1014012 db/journals/siamco/siamco53.html#Piunovskiy15

Konstantin Avrachenkov Alexei B. Piunovskiy Yi Zhang 0027 Hitting with Restart: A Reason for Sisyphus Labour. 2015 abs/1503.08548 CoRR http://arxiv.org/abs/1503.08548 db/journals/corr/corr1503.html#AvrachenkovPZ15

Alexey B. Piunovskiy Yi Zhang 0027 Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach. 49-75 2014 12 4OR 1 https://doi.org/10.1007/s10288-013-0236-1 db/journals/4or/4or12.html#PiunovskiyZ14

Konstantin Avrachenkov Alexey B. Piunovskiy Yi Zhang 0027 Markov Processes with Restart. 960-968 2013 50 J. Appl. Probab. 4 https://doi.org/10.1017/S0021900200013735 db/journals/jap/jap50.html#AvrachenkovPZ13

Konstantin Avrachenkov Oussama Habachi Alexei B. Piunovskiy Yi Zhang 0027 Infinite Horizon Optimal Impulsive Control Theory with Application to Internet Congestion Control. 2013 CoRR http://arxiv.org/abs/1311.7093 abs/1311.7093 db/journals/corr/corr1311.html#AvrachenkovHPZ13

Alexey B. Piunovskiy Yi Zhang 0027 The Transformation Method for Continuous-Time Markov Decision Processes. 691-712 2012 154 J. Optim. Theory Appl. 2 https://doi.org/10.1007/s10957-012-0015-8 db/journals/jota/jota154.html#PiunovskiyZ12

Konstantin Avrachenkov Alexei B. Piunovskiy Yi Zhang 0027 Markov Processes with Restart http://arxiv.org/abs/1206.5674 2012 CoRR abs/1206.5674 db/journals/corr/corr1206.html#abs-1206-5674

Alexey B. Piunovskiy Yi Zhang 0027 On the Accuracy of Fluid Approximations to a Class of Inventory-Level-Dependent EOQ and EPQ Models. 2011 2011 Adv. Oper. Res. https://doi.org/10.1155/2011/301205 https://www.wikidata.org/entity/Q58655024 db/journals/advor/advor2011.html#PiunovskiyZ11 301205:1-301205:23

Alexey B. Piunovskiy Yi Zhang 0027 Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case. 159-187 2011 73 Math. Methods Oper. Res. 2 https://doi.org/10.1007/s00186-010-0340-3 db/journals/mmor/mmor73.html#PiunovskiyZ11

Xianping Guo Alexei B. Piunovskiy Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates. 105-132 2011 36 Math. Oper. Res. 1 https://doi.org/10.1287/moor.1100.0477 db/journals/mor/mor36.html#GuoP11

Alexey B. Piunovskiy Yi Zhang 0027 Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach. 2032-2061 2011 49 SIAM J. Control. Optim. 5 https://doi.org/10.1137/10081366X db/journals/siamco/siamco49.html#PiunovskiyZ11

Yi Zhang 0027 Alexei B. Piunovskiy Urtzi Ayesta Konstantin Avrachenkov Convergence of trajectories and optimal buffer sizing for MIMD congestion control. 149-159 2010 33 Comput. Commun. 2 https://doi.org/10.1016/j.comcom.2009.08.008 db/journals/comcom/comcom33.html#ZhangPAA10

Konstantin Avrachenkov Urtzi Ayesta Alexei B. Piunovskiy Convergence of trajectories and optimal buffer sizing for AIMD congestion control. 501-527 2010 67 Perform. Evaluation 7 https://doi.org/10.1016/j.peva.2010.01.004 db/journals/pe/pe67.html#AvrachenkovAP10

Alexei B. Piunovskiy Random walk, birth-and-death process and their fluid approximations: absorbing case. 285-312 2009 70 Math. Methods Oper. Res. 2 https://doi.org/10.1007/s00186-008-0269-y db/journals/mmor/mmor70.html#Piunovskiy09

Gianluca Dorini Francesco di Pierro Dragan A. Savic Alexey B. Piunovskiy Neighbourhood Search for constructing Pareto sets. 315-337 2007 65 Math. Methods Oper. Res. 2 https://doi.org/10.1007/s00186-006-0117-x https://www.wikidata.org/entity/Q57920573 db/journals/mmor/mmor65.html#DoriniPSP07

Konstantin Avrachenkov Urtzi Ayesta Alexei B. Piunovskiy Convergence and Optimal Buffer Sizing for Window Based AIMD Congestion Control http://arxiv.org/abs/cs/0703063 2007 CoRR abs/cs/0703063 db/journals/corr/corr0703.html#abs-cs-0703063

Damian Clancy Alexei B. Piunovskiy An explicit optimal isolation policy for a deterministic epidemic model. 1109-1121 2005 163 Appl. Math. Comput. 3 https://doi.org/10.1016/j.amc.2004.06.028 db/journals/amc/amc163.html#ClancyP05

Konstantin Avrachenkov Urtzi Ayesta Alexei B. Piunovskiy Optimal choice of the buffer size in the Internet routers. 1143-1148 2005 CDC/ECC https://doi.org/10.1109/CDC.2005.1582312 conf/cdc/2005 db/conf/cdc/cdc2005.html#AvrachenkovAP05

Alexei B. Piunovskiy Multicriteria impulsive control of jump Markov processes. 125-144 2004 60 Math. Methods Oper. Res. 1 https://doi.org/10.1007/s001860400355 db/journals/mmor/mmor60.html#Piunovskiy04

Alexei B. Piunovskiy Optimal Interventions in Countable Jump Markov Processes. 289-308 2004 29 Math. Oper. Res. 2 https://doi.org/10.1287/moor.1030.0063 https://www.wikidata.org/entity/Q113179057 db/journals/mor/mor29.html#Piunovskiy04

Alexei B. Piunovskiy Bicriteria Optimization of a Queue with a Controlled Input Stream. 159-184 2004 48 Queueing Syst. Theory Appl. 1-2 https://doi.org/10.1023/B:QUES.0000039892.03630.24 db/journals/questa/questa48.html#Piunovskiy04

Pierre-Alexandre Bliman Alexei B. Piunovskiy Michel Sorine Controlled linear system with delayed relay output under impulse random disturbances. 1399-1405 2003 39 Autom. 8 https://doi.org/10.1016/S0005-1098(03)00116-X db/journals/automatica/automatica39.html#BlimanPS03

Alexei B. Piunovskiy Xuerong Mao Constrained Markovian decision processes: the dynamic programming approach. 119-126 2000 27 Oper. Res. Lett. 3 https://doi.org/10.1016/S0167-6377(00)00039-0 db/journals/orl/orl27.html#PiunovskiyM00

Eugene A. Feinberg Alexei B. Piunovskiy Nonatomic total rewards Markov decision processes with multiple criteria. 723-728 2000 CDC https://doi.org/10.1109/CDC.2000.912853 conf/cdc/2000 db/conf/cdc/cdc2000.html#FeinbergP00 Konstantin Avrachenkov Urtzi Ayesta Pierre-Alexandre Bliman Damian Clancy Oswaldo L. V. Costa Gianluca Dorini François Dufour Eugene A. Feinberg Xianping Guo Xin Guo Oussama Habachi Xuerong Mao Francesco di Pierro Alexander Plakhov Dragan A. Savic Michel Sorine Delfim F. M. Torres Bakhtier Vasiev Yi Zhang 0027