Recent publications
Book
Piunovskiy, A & Zhang, Y (eds) 2021, Modern Trends in Controlled Stochastic Processes: Theory and Applications, V.III. Emergence, Complexity and Computation, vol. 41, 1 edn, Springer, Cham. https://doi.org/10.1007/978-3-030-76928-4
Piunovskiy, A & Zhang, Y 2020, Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies. Probability Theory and Stochastic Modelling, Springer. https://doi.org/10.1007/978-3-030-54987-9
Article
Piunovskiy, A & Zhang, Y 2024, 'Extreme occupation measures in Markov decision processes with an absorbing state', SIAM Journal on Control and Optimization, vol. 62, no. 1, pp. 65-90. https://doi.org/10.1137/23M1572398
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 and Optimization, vol. 89, no. 3, 58. https://doi.org/10.1007/s00245-024-10124-7
Piunovskiy, A & Zhang, Y 2023, 'On the structure of optimal solutions in a mathematical programming problem in a convex space', Operations Research Letters, vol. 51, no. 5, pp. 488-493. https://doi.org/10.1016/j.orl.2023.07.006
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, vol. 60, no. 3, pp. 1892-1917. https://doi.org/10.1137/21M1444060
Guo, X & Zhang, Y 2021, 'A useful technique for piecewise deterministic Markov decision processes', Operations Research Letters, vol. 49, no. 1, pp. 55-61. https://doi.org/10.1016/j.orl.2020.11.002
Piunovskiy, A & Zhang, Y 2021, 'Aggregated occupation measures and linear programming approach to constrained impulse control problems', Journal of Mathematical Analysis and Applications, vol. 499, no. 2, 125070. https://doi.org/10.1016/j.jmaa.2021.125070
Piunovskiy, A & Zhang, Y 2021, 'Linear programming approach to optimal impulse control problems with functional constraints', Journal of Mathematical Analysis and Applications, vol. 496, no. 2, 124817. https://doi.org/10.1016/j.jmaa.2020.124817
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, vol. 53, no. 2, pp. 301-334. https://doi.org/10.1017/apr.2020.64
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, vol. 58, no. 1, pp. 192-214. https://doi.org/10.1137/19M1248303
Guo, X & Zhang, Y 2020, 'On risk-sensitive piecewise deterministic Markov decision processes', Applied Mathematics and Optimization, vol. 81, no. 3, pp. 685-710. https://doi.org/10.1007/s00245-018-9485-x
Guo, X, Liu, Q & Zhang, Y 2019, 'Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates', 4OR, vol. 17, no. 4, pp. 427-442. https://doi.org/10.1007/s10288-019-0398-6
Piunovskiy, A, Plakhov, A, Torres, DFM & Zhang, Y 2019, 'Optimal impulse control of dynamical systems', SIAM Journal on Control and Optimization, vol. 57, no. 4, pp. 2720-2752. https://doi.org/10.1137/18M1212069
Conference contribution
Avrachenkov, K, Piunovskiy, A & Zhang, Y 2019, Impulsive control for G-AIMD dynamics with relaxed and hard constraints. in 2018 IEEE Conference on Decision and Control, CDC 2018., 8619537, Proceedings of the IEEE Conference on Decision and Control, vol. 2018-December, Institute of Electrical and Electronics Engineers (IEEE), pp. 880-887, 57th IEEE Conference on Decision and Control, CDC 2018, Miami, United States, 17/12/18. https://doi.org/10.1109/CDC.2018.8619537
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