关注
Yi Zhang
Yi Zhang
Associate Professor, School of Mathematics, University of Birmingham
在 bham.ac.uk 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Discounted continuous-time Markov decision processes with unbounded rates: the convex analytic approach
A Piunovskiy, Y Zhang
SIAM journal on control and optimization 49 (5), 2032-2061, 2011
652011
Continuous-Time Markov Decision Processes
A Piunovskiy, Y Zhang
Springer, Cham, 2020
322020
Continuous-time Markov decision processes with exponential utility
Y Zhang
SIAM Journal on Control and Optimization 55 (4), 2636-2660, 2017
322017
Infinite horizon optimal impulsive control with applications to Internet congestion control
K Avrachenkov, O Habachi, A Piunovskiy, Y Zhang
International Journal of Control 88 (4), 703-716, 2015
312015
Markov processes with restart
K Avrachenkov, A Piunovskiy, Y Zhang
Journal of Applied Probability 50 (4), 960-968, 2013
302013
Hitting times in Markov chains with restart and their application to network centrality
K Avrachenkov, A Piunovskiy, Y Zhang
Methodology and Computing in Applied Probability 20 (4), 1173-1188, 2018
282018
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
A Piunovskiy, Y Zhang
4OR 12, 49-75, 2014
262014
Markov decision processes with iterated coherent risk measures
S Chu, Y Zhang
International Journal of Control 87 (11), 2286-2293, 2014
192014
On risk-sensitive piecewise deterministic Markov decision processes
X Guo, Y Zhang
Applied Mathematics & Optimization 81 (3), 685-710, 2020
182020
Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
Y Zhang
Top 21 (2), 378-408, 2013
182013
The transformation method for continuous-time Markov decision processes
A Piunovskiy, Y Zhang
Journal of Optimization Theory and Applications 154 (2), 691-712, 2012
182012
Absorbing continuous-time Markov decision processes with total cost criteria
X Guo, M Vykertas, Y Zhang
Advances in Applied Probability 45 (2), 490-519, 2013
162013
Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
A Piunovskiy, Y Zhang
Mathematical Methods of Operations Research 73 (2), 159-187, 2011
152011
Convergence of trajectories and optimal buffer sizing for MIMD congestion control
Y Zhang, A Piunovskiy, U Ayesta, K Avrachenkov
Computer Communications 33 (2), 149-159, 2010
132010
Average optimality for continuous-time Markov decision processes under weak continuity conditions
Y Zhang
Journal of Applied Probability 51 (4), 954-970, 2014
122014
Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
X Guo, Q Liu, Y Zhang
4OR 17 (4), 427-442, 2019
112019
Optimal impulse control of dynamical systems
A Piunovskiy, A Plakhov, DFM Torres, Y Zhang
SIAM Journal on Control and Optimization 57 (4), 2720-2752, 2019
112019
First passage optimality for continuous-time Markov decision processes with varying discount factors and history-dependent policies
X Guo, X Song, Y Zhang
IEEE Transactions on Automatic Control 59 (1), 163-174, 2013
102013
Constrained total undiscounted continuous-time Markov decision processes
X Guo, Y Zhang
Bernoulli 23 (3), 1694-1736, 2017
92017
On the First Passage -Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes
X Guo, X Huang, Y Zhang
SIAM Journal on Control and Optimization 53 (3), 1406-1424, 2015
92015
系统目前无法执行此操作,请稍后再试。
文章 1–20