| Publication | Date of Publication | Type |
|---|
Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
SIAM Journal on Control and Optimization | 2024-01-19 | Paper |
| On the continuity of the projection mapping from strategic measures to occupation measures in absorbing Markov decision processes | 2023-11-23 | Paper |
Turnpikes in Finite Markov Decision Processes and Random Walk
Theory of Probability & Its Applications | 2023-05-10 | Paper |
| On the structure of optimal solutions in a mathematical programming problem in a convex space | 2023-05-09 | Paper |
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 | 2022-07-08 | Paper |
On the equivalence of the integral and differential Bellman equations in impulse control problems
International Journal of Control | 2022-02-04 | Paper |
| Modelling Ethnogenesis | 2022-01-30 | Paper |
Duality in optimal impulse control
Journal of Mathematical Analysis and Applications | 2022-01-21 | Paper |
On gradual-impulse control of continuous-time Markov decision processes with exponential utility
Advances in Applied Probability | 2022-01-18 | Paper |
Controlled random walk: conjecture and counter-example
Modern Trends in Controlled Stochastic Processes: | 2021-09-30 | Paper |
Optimal impulse control of a SIR epidemic
Optimal Control Applications & Methods | 2021-07-15 | Paper |
Aggregated occupation measures and linear programming approach to constrained impulse control problems
Journal of Mathematical Analysis and Applications | 2021-04-01 | Paper |
Linear programming approach to optimal impulse control problems with functional constraints
Journal of Mathematical Analysis and Applications | 2021-03-01 | Paper |
| Turnpikes and Random Walk | 2021-02-18 | Paper |
Continuous-time Markov decision processes. Borel space models and general control strategies. With a foreword by Albert Nikolaevich Shiryaev
Probability Theory and Stochastic Modelling | 2020-09-03 | Paper |
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 | 2020-01-17 | Paper |
Nowak's Theorem on Probability Measures Induced by Strategies Revisited
Theory of Probability & Its Applications | 2019-11-12 | Paper |
Optimal Impulse Control of Dynamical Systems
SIAM Journal on Control and Optimization | 2019-08-30 | Paper |
Hitting times in Markov chains with restart and their application to network centrality
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria
SIAM Journal on Control and Optimization | 2019-01-09 | Paper |
Note on discounted continuous-time Markov decision processes with a lower bounding function
Journal of Applied Probability | 2018-09-26 | Paper |
Realizable strategies in continuous-time Markov decision processes
SIAM Journal on Control and Optimization | 2018-02-22 | Paper |
Fluid approximations to Markov decision processes with local transitions
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
Optimal impulsive control of piecewise deterministic Markov processes
Stochastics | 2016-11-25 | Paper |
Impulsive control for continuous-time Markov decision processes: a linear programming approach
Applied Mathematics and Optimization | 2016-09-23 | Paper |
Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
SIAM Journal on Control and Optimization | 2016-06-07 | Paper |
Randomized and relaxed strategies in continuous-time Markov decision processes
SIAM Journal on Control and Optimization | 2015-12-10 | Paper |
| Optimal stopping model with unknown transition probabilities | 2015-08-10 | Paper |
Infinite horizon optimal impulsive control with applications to Internet congestion control
International Journal of Control | 2015-07-30 | Paper |
Impulsive Control for Continuous-Time Markov Decision Processes
Advances in Applied Probability | 2015-04-17 | Paper |
Impulsive Control for Continuous-Time Markov Decision Processes
Advances in Applied Probability | 2015-04-17 | Paper |
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
4OR | 2014-09-26 | Paper |
Markov processes with restart
Journal of Applied Probability | 2014-04-04 | Paper |
Markov processes with restart
Journal of Applied Probability | 2014-04-04 | Paper |
The expected total cost criterion for Markov decision processes under constraints
Advances in Applied Probability | 2013-10-23 | Paper |
The transformation method for continuous-time Markov decision processes
Journal of Optimization Theory and Applications | 2013-02-11 | Paper |
The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
Advances in Applied Probability | 2012-11-02 | Paper |
On the accuracy of fluid approximations to a class of inventory-level-dependent EOQ and EPQ models
Advances in Operations Research | 2012-03-08 | Paper |
Discounted continuous-time Markov decision processes with unbounded rates: the convex analytic approach
SIAM Journal on Control and Optimization | 2012-02-11 | Paper |
Examples in Markov decision processes
Series on Optimization and Its Applications | 2011-05-17 | Paper |
Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
Mathematical Methods of Operations Research | 2011-05-05 | Paper |
Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
Mathematics of Operations Research | 2011-04-27 | Paper |
Asymptotic fluid optimality and efficiency of the tracking policy for bandwidth-sharing networks
Journal of Applied Probability | 2011-04-05 | Paper |
Multiobjective stopping problem for discrete-time Markov processes: convex analytic approach
Journal of Applied Probability | 2011-01-13 | Paper |
On strongly equivalent nonrandomized transition probabilities
Theory of Probability & Its Applications | 2010-08-11 | Paper |
Random walk, birth-and-death process and their fluid approximations: Absorbing case
Mathematical Methods of Operations Research | 2009-11-25 | Paper |
| Dynamic programming in constrained Markov decision processes | 2007-05-14 | Paper |
On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions
Theory of Probability & Its Applications | 2007-04-02 | Paper |
Optimal Interventions in Countable Jump Markov Processes
Mathematics of Operations Research | 2005-11-11 | Paper |
An explicit optimal isolation policy for a deterministic epidemic model
Applied Mathematics and Computation | 2005-05-04 | Paper |
Multicriteria impulsive control of jump Markov processes
Mathematical Methods of Operations Research | 2005-02-08 | Paper |
Bicriteria optimization of a queue with a controlled input stream
Queueing Systems | 2005-01-17 | Paper |
Controlled linear system with delayed relay output under impulse random disturbances.
Automatica | 2003-10-14 | Paper |
Nonatomic total rewards Markov decision processes with multiple criteria
Journal of Mathematical Analysis and Applications | 2003-02-11 | Paper |
Stochastic differential delay equations with Markovian switching
Bernoulli | 2001-03-02 | Paper |
Constrained Markovian decision processes: The dynamic programming approach
Operations Research Letters | 2001-01-25 | Paper |
Strategic measures in optimal control problems for stochastic sequences
Stochastic Analysis and Applications | 2000-11-20 | Paper |
A multicriteria model of optimal control of a stochastic linear system
Automation and Remote Control | 2000-02-20 | Paper |
Multiple objective nonatomic Markov decision processes with total reward criteria
Journal of Mathematical Analysis and Applications | 2000-01-01 | Paper |
Controlled random sequences: methods of convex analysis and problems with functional constraints
Russian Mathematical Surveys | 1999-08-02 | Paper |
Управляемая скачкообразная модель с дисконтированием при наличии ограничений
Teoriya Veroyatnostei i ee Primeneniya | 1999-01-21 | Paper |
Optimal control of stochastic sequences with constraints
Stochastic Analysis and Applications | 1998-04-01 | Paper |
| scientific article; zbMATH DE number 1119444 (Why is no real title available?) | 1998-02-18 | Paper |
Control of jump-like processes in constrained problems
Automation and Remote Control | 1996-06-12 | Paper |
Construction of optimal plans for a stochastic model of a developing economy
Automation and Remote Control | 1996-06-12 | Paper |
On Stochastic Evolution Equations with Stochastic Boundary Conditions
Theory of Probability & Its Applications | 1995-06-20 | Paper |
Analysis of pulse frequency in a simple neural network
Cybernetics and Systems Analysis | 1995-05-17 | Paper |
The problem of convex programming with linear constraints
Computational Mathematics and Mathematical Physics | 1995-05-15 | Paper |
New exactly solvable examples for controlled discrete-time Markov chains
Cybernetics | 1992-09-27 | Paper |
Optimal control by random sequences with constraints
Mathematical Notes | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4210924 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4122710 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4122972 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3983057 (Why is no real title available?) | 1986-01-01 | Paper |
Optimal control of stepwise processes with periodic characteristics
Journal of Applied Mathematics and Mechanics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3950347 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3923820 (Why is no real title available?) | 1983-01-01 | Paper |
Search for epsilon-optimal strategies of observation of a Markov process
Automation and Remote Control | 1981-01-01 | Paper |
