Alexey B. Piunovskiy

Publication Activity (10 Years)

Years Active: 2007-2023
Publications (10 Years): 6

Top Topics

Markov Decision Process

Stationary Policies

Dynamic Programming

Top Venues

SIAM J. Control. Optim.

Oper. Res. Lett.

J. Appl. Probab.

Publications

Alexey B. Piunovskiy, Yi Zhang
On the structure of optimal solutions in a mathematical programming problem in a convex space. Oper. Res. Lett. 51 (5) (2023)
Alexey B. Piunovskiy, Yi Zhang
On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only. SIAM J. Control. Optim. 58 (1) (2020)
Alexey B. Piunovskiy, Alexander Plakhov, Delfim F. M. Torres, Yi Zhang
Optimal Impulse Control of Dynamical Systems. SIAM J. Control. Optim. 57 (4) (2019)
Eugene A. Feinberg, Alexey B. Piunovskiy
Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria. SIAM J. Control. Optim. 57 (1) (2019)
Alexey B. Piunovskiy
Realizable Strategies in Continuous-Time Markov Decision Processes. SIAM J. Control. Optim. 56 (1) (2018)
Alexey B. Piunovskiy
Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes. SIAM J. Control. Optim. 53 (6) (2015)
Alexey B. Piunovskiy, Yi Zhang
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach. 4OR 12 (1) (2014)
Konstantin Avrachenkov, Alexey B. Piunovskiy, Yi Zhang
Markov Processes with Restart. J. Appl. Probab. 50 (4) (2013)
Alexey B. Piunovskiy, Yi Zhang
The Transformation Method for Continuous-Time Markov Decision Processes. J. Optim. Theory Appl. 154 (2) (2012)
Alexey B. Piunovskiy, Yi Zhang
On the Accuracy of Fluid Approximations to a Class of Inventory-Level-Dependent EOQ and EPQ Models. Adv. Oper. Res. 2011 (2011)
Alexey B. Piunovskiy, Yi Zhang
Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case. Math. Methods Oper. Res. 73 (2) (2011)
Alexey B. Piunovskiy, Yi Zhang
Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach. SIAM J. Control. Optim. 49 (5) (2011)
Gianluca Dorini, Francesco di Pierro, Dragan A. Savic, Alexey B. Piunovskiy
Neighbourhood Search for constructing Pareto sets. Math. Methods Oper. Res. 65 (2) (2007)