| 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 |
| 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 |
Differential game analysis of the green innovation cooperation in supply chain under the background of dual-driving
Mathematical Problems in Engineering | 2022-01-24 | Paper |
On gradual-impulse control of continuous-time Markov decision processes with exponential utility
Advances in Applied Probability | 2022-01-18 | Paper |
On finite approximations to Markov decision processes with recursive and nonlinear discounting
Modern Trends in Controlled Stochastic Processes: | 2021-09-30 | Paper |
A useful technique for piecewise deterministic Markov decision processes
Operations Research Letters | 2021-04-07 | 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 |
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 |
A useful technique for piecewise deterministic Markov decision processes
(available as arXiv preprint) | 2020-06-11 | Paper |
On risk-sensitive piecewise deterministic Markov decision processes
Applied Mathematics and Optimization | 2020-06-02 | 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 |
Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
4OR | 2020-01-13 | 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 |
On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
Journal of Theoretical Probability | 2018-10-26 | Paper |
Note on discounted continuous-time Markov decision processes with a lower bounding function
Journal of Applied Probability | 2018-09-26 | Paper |
Fluid approximations to Markov decision processes with local transitions
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
Continuous-time Markov decision processes with exponential utility
SIAM Journal on Control and Optimization | 2017-09-07 | Paper |
Constrained continuous-time Markov decision processes on the finite horizon
Applied Mathematics and Optimization | 2017-09-01 | Paper |
Zero-sum continuous-time Markov pure jump game over a fixed duration
Journal of Mathematical Analysis and Applications | 2017-05-24 | Paper |
First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Constrained total undiscounted continuous-time Markov decision processes
Bernoulli | 2017-05-11 | Paper |
Optimality of mixed policies for average continuous-time Markov decision processes with constraints
Mathematics of Operations Research | 2016-11-16 | Paper |
Infinite horizon optimal impulsive control with applications to Internet congestion control
International Journal of Control | 2015-07-30 | Paper |
On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
SIAM Journal on Control and Optimization | 2015-06-10 | Paper |
Average optimality for continuous-time Markov decision processes under weak continuity conditions
(available as arXiv preprint) | 2015-02-26 | Paper |
| Average optimality for continuous-time Markov decision processes under weak continuity conditions | 2015-02-26 | Paper |
Markov decision processes with iterated coherent risk measures
International Journal of Control | 2015-01-14 | 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 |
Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
Top | 2013-07-26 | Paper |
Absorbing continuous-time Markov decision processes with total cost criteria
Advances in Applied Probability | 2013-07-11 | Paper |
The transformation method for continuous-time Markov decision processes
Journal of Optimization Theory and Applications | 2013-02-11 | 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 |
Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
Mathematical Methods of Operations Research | 2011-05-05 | Paper |
Asymptotic fluid optimality and efficiency of the tracking policy for bandwidth-sharing networks
Journal of Applied Probability | 2011-04-05 | Paper |
