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 | 65 | 2011 |
Continuous-Time Markov Decision Processes A Piunovskiy, Y Zhang Springer, Cham, 2020 | 32 | 2020 |
Continuous-time Markov decision processes with exponential utility Y Zhang SIAM Journal on Control and Optimization 55 (4), 2636-2660, 2017 | 32 | 2017 |
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 | 31 | 2015 |
Markov processes with restart K Avrachenkov, A Piunovskiy, Y Zhang Journal of Applied Probability 50 (4), 960-968, 2013 | 30 | 2013 |
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 | 28 | 2018 |
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 | 26 | 2014 |
Markov decision processes with iterated coherent risk measures S Chu, Y Zhang International Journal of Control 87 (11), 2286-2293, 2014 | 19 | 2014 |
On risk-sensitive piecewise deterministic Markov decision processes X Guo, Y Zhang Applied Mathematics & Optimization 81 (3), 685-710, 2020 | 18 | 2020 |
Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors Y Zhang Top 21 (2), 378-408, 2013 | 18 | 2013 |
The transformation method for continuous-time Markov decision processes A Piunovskiy, Y Zhang Journal of Optimization Theory and Applications 154 (2), 691-712, 2012 | 18 | 2012 |
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 | 16 | 2013 |
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 | 15 | 2011 |
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 | 13 | 2010 |
Average optimality for continuous-time Markov decision processes under weak continuity conditions Y Zhang Journal of Applied Probability 51 (4), 954-970, 2014 | 12 | 2014 |
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 | 11 | 2019 |
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 | 11 | 2019 |
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 | 10 | 2013 |
Constrained total undiscounted continuous-time Markov decision processes X Guo, Y Zhang Bernoulli 23 (3), 1694-1736, 2017 | 9 | 2017 |
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 | 9 | 2015 |