Yi Zhang

31 papers Journal 29Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
On stochastic non-linear discounting.
Oper. Res. Lett.
Ernst Presman, Yi Zhang
2025 J jnl
On Average Optimality for Non-Stationary Markov Decision Processes in Borel Spaces.
Math. Oper. Res.
Xin Guo, Yonghui Huang, Yi Zhang
2024 J jnl
Extreme Occupation Measures in Markov Decision Processes with an Absorbing State.
SIAM J. Control. Optim.
Alexei B. Piunovskiy, Yi Zhang
2024 J jnl
Further remarks on absorbing Markov decision processes.
Oper. Res. Lett.
Yi Zhang, Xinran Zheng
2023 J jnl
On the structure of optimal solutions in a mathematical programming problem in a convex space.
Oper. Res. Lett.
Alexey B. Piunovskiy, Yi Zhang
2022 J jnl
Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method.
SIAM J. Control. Optim.
Alexey B. Piunovskiy, Yi Zhang
2021 J jnl
A useful technique for piecewise deterministic Markov decision processes.
Oper. Res. Lett.
Xin Guo, Yi Zhang
2020 J jnl
On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only.
SIAM J. Control. Optim.
Alexey B. Piunovskiy, Yi Zhang
2019 J jnl
Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates.
4OR
Xin Guo, Qiuli Liu, Yi Zhang
2019 J jnl
Optimal Impulse Control of Dynamical Systems.
SIAM J. Control. Optim.
Alexey B. Piunovskiy, Alexander Plakhov, Delfim F. M. Torres, Yi Zhang
2018 — conf
Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints.
CDC
Konstantin Avrachenkov, Alexei B. Piunovskiy, Yi Zhang
2018 J jnl
Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints.
CoRR
Konstantin Avrachenkov, Alexei B. Piunovskiy, Yi Zhang
2017 J jnl
Continuous-Time Markov Decision Processes with Exponential Utility.
SIAM J. Control. Optim.
Yi Zhang
2017 J jnl
Note on discounted continuous-time Markov decision processes with a lower bounding function.
J. Appl. Probab.
Xin Guo, Alexei B. Piunovskiy, Yi Zhang
2016 J jnl
Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints.
Math. Oper. Res.
Xianping Guo, Yi Zhang
2015 J jnl
Hitting with Restart: A Reason for Sisyphus Labour.
CoRR
Konstantin Avrachenkov, Alexei B. Piunovskiy, Yi Zhang
2015 J jnl
Infinite horizon optimal impulsive control with applications to Internet congestion control.
Int. J. Control
Konstantin Avrachenkov, Oussama Habachi, Alexei B. Piunovskiy, Yi Zhang
2015 J jnl
On the First Passage g-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes.
SIAM J. Control. Optim.
Xianping Guo, Xiangxiang Huang, Yi Zhang
2014 J jnl
Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions.
J. Appl. Probab.
Yi Zhang
2014 J jnl
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach.
4OR
Alexey B. Piunovskiy, Yi Zhang
2014 J jnl
First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies.
IEEE Trans. Autom. Control.
Xianping Guo, Xinyuan Song, Yi Zhang
2014 J jnl
Markov decision processes with iterated coherent risk measures.
Int. J. Control
Shanyun Chu, Yi Zhang
2013 J jnl
Infinite Horizon Optimal Impulsive Control Theory with Application to Internet Congestion Control.
CoRR
Konstantin Avrachenkov, Oussama Habachi, Alexei B. Piunovskiy, Yi Zhang
2013 J jnl
Markov Processes with Restart.
J. Appl. Probab.
Konstantin Avrachenkov, Alexey B. Piunovskiy, Yi Zhang
2012 J jnl
Markov Processes with Restart
CoRR
Konstantin Avrachenkov, Alexei B. Piunovskiy, Yi Zhang
2012 J jnl
The Transformation Method for Continuous-Time Markov Decision Processes.
J. Optim. Theory Appl.
Alexey B. Piunovskiy, Yi Zhang
2011 J jnl
Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case.
Math. Methods Oper. Res.
Alexey B. Piunovskiy, Yi Zhang
2011 J jnl
Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach.
SIAM J. Control. Optim.
Alexey B. Piunovskiy, Yi Zhang
2011 J jnl
On the Accuracy of Fluid Approximations to a Class of Inventory-Level-Dependent EOQ and EPQ Models.
Adv. Oper. Res.
Alexey B. Piunovskiy, Yi Zhang
2010 — —
Continuous-time Marlov decision processes : theory, approximations and applications.
Yi Zhang
2010 J jnl
Convergence of trajectories and optimal buffer sizing for MIMD congestion control.
Comput. Commun.
Yi Zhang, Alexei B. Piunovskiy, Urtzi Ayesta, Konstantin Avrachenkov