Yi Zhang

发表

Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria

Xianping Guo, Mantas Vykertas, Yi Zhang, 2013, Advances in Applied Probability.

Zero-sum continuous-time Markov pure jump game over a fixed duration

Yi Zhang, Xin Guo, Yi Zhang, 2016, 1611.03913.

Constrained Continuous-Time Markov Decision Processes on the Finite Horizon

Xianping Guo, Yi Zhang, Yonghui Huang, 2017 .

Continuous-time Markov Decision Processes in Borel Spaces

Yi Zhang, Yi Zhang, 2010 .

On the Nonexplosion and Explosion for Nonhomogeneous Markov Pure Jump Processes

Yi Zhang, 2015, 1511.05011.

Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates

Qiuli Liu, Yi Zhang, Xinglin Guo, 2019, 4OR.

On Risk-Sensitive Piecewise Deterministic Markov Decision Processes

Yi Zhang, Xinglin Guo, 2018, Applied Mathematics & Optimization.

Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach

A. Piunovskiy, Yi Zhang, 2013, 4OR.

Hitting Times in Markov Chains with Restart and their Application to Network Centrality

A. Piunovskiy, Yi Zhang, Konstantin Avrachenkov, 2017, Methodology and Computing in Applied Probability.

Constrained Continuous-Time Markov Decision Processes on the Finite Horizon

Xianping Guo, Yi Zhang, Yonghui Huang, 2016, Applied Mathematics & Optimization.

The Transformation Method for Continuous-Time Markov Decision Processes

A. Piunovskiy, Yi Zhang, 2012, Journal of Optimization Theory and Applications.

Sufficiency of stationary policies for constrained continuous-time Markov decision processes with total cost criteria

Yi Zhang, 2014, 1403.4498.

Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors

Yi Zhang, 2011, TOP.

Hitting Times in Markov Chains with Restart and their Application to Network Centrality

Konstantin Avrachenkov, Yi Zhang, Alexei Piunovskiy, 2015, Methodology and Computing in Applied Probability.

Markov Processes with Restart

Konstantin Avrachenkov, Alexei B. Piunovskiy, Yi Zhang, 2012, Journal of Applied Probability.

Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case

Alexei B. Piunovskiy, Yi Zhang, A. Piunovskiy, 2011, Math. Methods Oper. Res..

Infinite horizon optimal impulsive control with applications to Internet congestion control

Oussama Habachi, Konstantin Avrachenkov, Alexei B. Piunovskiy, 2015, Int. J. Control.

Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates

Xin Guo, Yi Zhang, Qiuli Liu, 2018, 4OR.

On gradual-impulse control of continuous-time Markov decision processes with exponential utility

Yi Zhang, Yi Zhang, 2016, Advances in Applied Probability.

Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach

ALEXEY PIUNOVSKIY, YI ZHANG, A. Piunovskiy, 2011, SIAM J. Control. Optim..

Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach

Alexei B. Piunovskiy, Yi Zhang, A. Piunovskiy, 2014, 4OR.

Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions

Yi Zhang, Yi Zhang, 2014, Journal of Applied Probability.

Constrained total undiscounted continuous-time Markov decision processes

Xianping Guo, Yi Zhang, Xianping Guo, 2013, 1304.3314.

The Transformation Method for Continuous-Time Markov Decision Processes

Alexei B. Piunovskiy, Yi Zhang, A. Piunovskiy, 2012, J. Optim. Theory Appl..

Discounted Continuous-time Markov Decision Processes with Unbounded Rates: the Dynamic Programming Approach

Yi Zhang, Alexey Piunovskiy, A. Piunovskiy, 2011, 1103.0134.

First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies

Yi Zhang, Xianping Guo, XinYuan Song, 2014, IEEE Transactions on Automatic Control.

Markov decision processes with iterated coherent risk measures

Yi Zhang, Shanyun Chu, Yi Zhang, 2014, Int. J. Control.

Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors

Yi Zhang, Yi Zhang, 2013 .

Hitting with Restart: A Reason for Sisyphus Labour pdf

Konstantin Avrachenkov, Alexei B. Piunovskiy, Yi Zhang, 2015, ArXiv.

Extreme occupation measures in Markov decision processes with a cemetery

A. Piunovskiy, Yi Zhang, 2023, 2307.03158.

On the Accuracy of Fluid Approximations to a Class of Inventory-Level-Dependent EOQ and EPQ Models

Alexei B. Piunovskiy, Yi Zhang, A. Piunovskiy, 2011, Adv. Oper. Res..

ASYMPTOTIC FLUID OPTIMALITY AND EFFICIENCY OF THE TRACKING POLICY FOR BANDWIDTH-SHARING NETWORKS

Yi Zhang, Konstantin Avrachenkov, Alexey Piunovskiy, 2011 .

Aggregated occupation measures and linear programming approach to constrained impulse control problems

Yi Zhang, Alexey Piunovskiy, A. Piunovskiy, 2020, Journal of Mathematical Analysis and Applications.

Linear programming approach to optimal impulse control problems with functional constraints

Yi Zhang, Alexey Piunovskiy, A. Piunovskiy, 2019 .

Optimal Impulse Control of Dynamical Systems

Delfim F. M. Torres, Yi Zhang, Alexander Plakhov, 2018, SIAM J. Control. Optim..

A useful technique for piecewise deterministic Markov decision processes

Yi Zhang, Xin Guo, Yi Zhang, 2020, Oper. Res. Lett..

On the First Passage g-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes

Yi Zhang, Xianping Guo, Xiangxiang Huang, 2015, SIAM J. Control. Optim..

Optimal Impulse Control of Dynamical Systems with Functional Constraints

A. Piunovskiy, Yi Zhang, 2019, 1910.01098.

Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints

Konstantin Avrachenkov, Alexei B. Piunovskiy, Yi Zhang, 2018, 2018 IEEE Conference on Decision and Control (CDC).