Stochastic differential delay equations with Markovian switching X Mao, A Matasov, AB Piunovskiy | 271 | 2000 |
Optimal control of random sequences in problems with constraints AB Piunovskiy Springer Science & Business Media, 2012 | 165 | 2012 |
Discounted continuous-time Markov decision processes with constraints: unbounded transition and loss rates X Guo, A Piunovskiy Mathematics of Operations Research 36 (1), 105-132, 2011 | 74 | 2011 |
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 |
Optimal choice of the buffer size in the Internet routers K Avrachenkov, U Ayesta, A Piunovskiy Proceedings of the 44th IEEE Conference on Decision and Control, 1143-1148, 2005 | 54 | 2005 |
Constrained Markovian decision processes: the dynamic programming approach AB Piunovskiy, X Mao Operations research letters 27 (3), 119-126, 2000 | 52 | 2000 |
Dynamic programming in constrained Markov decision AB Piunovskiy Control and Cybernetics 35 (3), 645-660, 2006 | 37 | 2006 |
Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes OLV Costa, F Dufour, AB Piunovskiy SIAM Journal on Control and Optimization 54 (3), 1444-1474, 2016 | 32 | 2016 |
Examples in Markov decision processes AB Piunovskiy World Scientific, 2013 | 32 | 2013 |
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 |
Continuous-time Markov decision processes A Piunovskiy, Y Zhang Probability Theory and Stochastic Modelling, 2020 | 30 | 2020 |
A controlled jump discounted model with constraints AB Piunovskii Theory of Probability & Its Applications 42 (1), 51-72, 1998 | 30 | 1998 |
Markov processes with restart K Avrachenkov, A Piunovskiy, Y Zhang Journal of Applied Probability 50 (4), 960-968, 2013 | 29 | 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, 1173-1188, 2018 | 28 | 2018 |
Bicriteria optimization of a queue with a controlled input stream AB Piunovskiy Queueing Systems 48, 159-184, 2004 | 27 | 2004 |
Controlled random sequences: methods of convex analysis and problems with functional constraints AB Piunovskii Russian Mathematical Surveys 53 (6), 1233, 1998 | 26 | 1998 |
Impulsive control for continuous-time Markov decision processes F Dufour, AB Piunovskiy Advances in Applied Probability 47 (1), 106-127, 2015 | 25 | 2015 |
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 | 25 | 2014 |
The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach F Dufour, M Horiguchi, AB Piunovskiy Advances in Applied Probability 44 (3), 774-793, 2012 | 24 | 2012 |
Optimal impulse control of a SIR epidemic A Piunovskiy, A Plakhov, M Tumanov Optimal Control Applications and Methods 41 (2), 448-468, 2020 | 21 | 2020 |