Alexei B. Piunovskiy

According to our database, Alexei B. Piunovskiy authored at least 36 papers between 2000 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Extreme Occupation Measures in Markov Decision Processes with an Absorbing State.

Alexei B. Piunovskiy, Yi Zhang

SIAM J. Control. Optim., February, 2024

2023

On the structure of optimal solutions in a mathematical programming problem in a convex space.

Alexey B. Piunovskiy, Yi Zhang

Oper. Res. Lett., September, 2023

2022

Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method.

Alexey B. Piunovskiy, Yi Zhang

SIAM J. Control. Optim., June, 2022

On the equivalence of the integral and differential Bellman equations in impulse control problems.

François Dufour, Alexei B. Piunovskiy, Alexander Plakhov

Int. J. Control, 2022

Modelling ethnogenesis.

Alexey B. Piunovskiy, Bakhtier Vasiev

Biosyst., 2022

2020

On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only.

Alexey B. Piunovskiy, Yi Zhang

SIAM J. Control. Optim., 2020

2019

Optimal Impulse Control of Dynamical Systems.

Alexey B. Piunovskiy, Alexander Plakhov, Delfim F. M. Torres, Yi Zhang

SIAM J. Control. Optim., 2019

Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria.

Eugene A. Feinberg, Alexey B. Piunovskiy

SIAM J. Control. Optim., 2019

2018

Realizable Strategies in Continuous-Time Markov Decision Processes.

Alexey B. Piunovskiy

SIAM J. Control. Optim., 2018

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

Konstantin Avrachenkov, Alexei B. Piunovskiy, Yi Zhang

Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2017

Note on discounted continuous-time Markov decision processes with a lower bounding function.

Xin Guo, Alexei B. Piunovskiy, Yi Zhang

J. Appl. Probab., 2017

2016

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes.

Oswaldo L. V. Costa, François Dufour, Alexei B. Piunovskiy

SIAM J. Control. Optim., 2016

2015

Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes.

Alexey B. Piunovskiy

SIAM J. Control. Optim., 2015

Infinite horizon optimal impulsive control with applications to Internet congestion control.

Konstantin Avrachenkov, Oussama Habachi, Alexei B. Piunovskiy, Yi Zhang

Int. J. Control, 2015

Hitting with Restart: A Reason for Sisyphus Labour.

Konstantin Avrachenkov, Alexei B. Piunovskiy, Yi Zhang

CoRR, 2015

2014

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

Alexey B. Piunovskiy, Yi Zhang

4OR, 2014

2013

Markov Processes with Restart.

Konstantin Avrachenkov, Alexey B. Piunovskiy, Yi Zhang

J. Appl. Probab., 2013

Infinite Horizon Optimal Impulsive Control Theory with Application to Internet Congestion Control.

Konstantin Avrachenkov, Oussama Habachi, Alexei B. Piunovskiy, Yi Zhang

CoRR, 2013

2012

The Transformation Method for Continuous-Time Markov Decision Processes.

Alexey B. Piunovskiy, Yi Zhang

J. Optim. Theory Appl., 2012

2011

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

Alexey B. Piunovskiy, Yi Zhang

SIAM J. Control. Optim., 2011

Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates.

Xianping Guo, Alexei B. Piunovskiy

Math. Oper. Res., 2011

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

Alexey B. Piunovskiy, Yi Zhang

Math. Methods Oper. Res., 2011

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

Alexey B. Piunovskiy, Yi Zhang

Adv. Oper. Res., 2011

2010

Convergence of trajectories and optimal buffer sizing for AIMD congestion control.

Konstantin Avrachenkov, Urtzi Ayesta, Alexei B. Piunovskiy

Perform. Evaluation, 2010

Convergence of trajectories and optimal buffer sizing for MIMD congestion control.

Yi Zhang, Alexei B. Piunovskiy, Urtzi Ayesta, Konstantin Avrachenkov

Comput. Commun., 2010

2009

Random walk, birth-and-death process and their fluid approximations: absorbing case.

Alexei B. Piunovskiy

Math. Methods Oper. Res., 2009

2007

Neighbourhood Search for constructing Pareto sets.

Gianluca Dorini, Francesco di Pierro, Dragan A. Savic, Alexey B. Piunovskiy

Math. Methods Oper. Res., 2007

Convergence and Optimal Buffer Sizing for Window Based AIMD Congestion Control

Konstantin Avrachenkov, Urtzi Ayesta, Alexei B. Piunovskiy

CoRR, 2007

2005

An explicit optimal isolation policy for a deterministic epidemic model.

Damian Clancy, Alexei B. Piunovskiy

Appl. Math. Comput., 2005

Optimal choice of the buffer size in the Internet routers.

Konstantin Avrachenkov, Urtzi Ayesta, Alexei B. Piunovskiy

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004

Bicriteria Optimization of a Queue with a Controlled Input Stream.

Alexei B. Piunovskiy

Queueing Syst. Theory Appl., 2004

Optimal Interventions in Countable Jump Markov Processes.

Alexei B. Piunovskiy

Math. Oper. Res., 2004

Multicriteria impulsive control of jump Markov processes.

Alexei B. Piunovskiy

Math. Methods Oper. Res., 2004

2003

Controlled linear system with delayed relay output under impulse random disturbances.

Pierre-Alexandre Bliman, Alexei B. Piunovskiy, Michel Sorine

Autom., 2003

2000

Constrained Markovian decision processes: the dynamic programming approach.

Alexei B. Piunovskiy, Xuerong Mao

Oper. Res. Lett., 2000

Nonatomic total rewards Markov decision processes with multiple criteria.

Eugene A. Feinberg, Alexei B. Piunovskiy

Proceedings of the 39th IEEE Conference on Decision and Control, 2000