Publications
2025
Counterexamples in Markov Decision Processes
Piunovskiy, A. (2025). Counterexamples in Markov Decision Processes. WORLD SCIENTIFIC (EUROPE). doi:10.1142/q0494
2024
On the Continuity of the Projection Mapping from Strategic Measures to Occupation Measures in Absorbing Markov Decision Processes
Piunovskiy, A., & Zhang, Y. (2024). On the Continuity of the Projection Mapping from Strategic Measures to Occupation Measures in Absorbing Markov Decision Processes. Applied Mathematics & Optimization, 89(3). doi:10.1007/s00245-024-10124-7
Extreme occupation measures in Markov decision processes with an absorbing state.
Piunovskiy, A., & Zhang, Y. (2024). Extreme occupation measures in Markov decision processes with an absorbing state.. SIAM Journal on Control and Optimization.
2023
On the structure of optimal solutions in a mathematical programming problem in a convex space
Piunovskiy, A., & Zhang, Y. (2023). On the structure of optimal solutions in a mathematical programming problem in a convex space. Operations Research Letters, 51(5), 488-493. doi:10.1016/j.orl.2023.07.006
TURNPIKES IN FINITE MARKOV DECISION PROCESSES AND RANDOM WALK*
Piunovskiy, A. B. (2023). TURNPIKES IN FINITE MARKOV DECISION PROCESSES AND RANDOM WALK*. THEORY OF PROBABILITY AND ITS APPLICATIONS, 68(1), 123-149. doi:10.1137/S0040585X97T991325
Turnpikes in finite Markov decision processes and random walk
Piunovskiy, A. B. (2023). Turnpikes in finite Markov decision processes and random walk. Теория вероятностей и ее применения, 68(1), 147-176. doi:10.4213/tvp5528
2022
Modelling ethnogenesis
Piunovskiy, A., & Vasiev, B. (2022). Modelling ethnogenesis. BIOSYSTEMS, 219. doi:10.1016/j.biosystems.2022.104731
Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints: linear programming approach via a reduction method
Piunovskiy, A., & Zhang, Y. (2022). Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints: linear programming approach via a reduction method. SIAM Journal on Control and Optimization.
Duality in optimal impulse control
Piunovskiy, A. (2022). Duality in optimal impulse control. Journal of Mathematical Analysis and Applications, 509(1), 125942. doi:10.1016/j.jmaa.2021.125942
On the equivalence of the integral and differential Bellman equations in impulse control problems
Dufour, F., Piunovskiy, A., & Plakhov, A. (n.d.). On the equivalence of the integral and differential Bellman equations in impulse control problems. International Journal of Control. doi:10.1080/00207179.2020.1786766
2021
Aggregated occupation measures and linear programming approach to constrained impulse control problems
Piunovskiy, A., & Zhang, Y. (2021). Aggregated occupation measures and linear programming approach to constrained impulse control problems. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 499(2). doi:10.1016/j.jmaa.2021.125070
Modern Trends in Controlled Stochastic Processes:
Piunovskiy, A., & Zhang, Y. (Eds.) (2021). Modern Trends in Controlled Stochastic Processes:. Springer International Publishing. doi:10.1007/978-3-030-76928-4
ON GRADUAL-IMPULSE CONTROL OF CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH EXPONENTIAL UTILITY
Guo, X., Kurushima, A., Piunovskiy, A., & Zhang, Y. (2021). ON GRADUAL-IMPULSE CONTROL OF CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH EXPONENTIAL UTILITY. ADVANCES IN APPLIED PROBABILITY, 53(2), 301-334. doi:10.1017/apr.2020.64
Linear programming approach to optimal impulse control problems with functional constraints
Piunovskiy, A., & Zhang, Y. (2021). Linear programming approach to optimal impulse control problems with functional constraints. Journal of Mathematical Analysis and Applications, 124817. doi:10.1016/j.jmaa.2020.124817
Controlled Random Walk: Conjecture and Counter-Example
Piunovskiy, A. B. (2021). Controlled Random Walk: Conjecture and Counter-Example. In Emergence, Complexity and Computation (pp. 38-56). Springer International Publishing. doi:10.1007/978-3-030-76928-4_3
2020
Optimal impulse control of a SIR epidemic
Piunovskiy, A., Plakhov, A., & Tumanov, M. (2020). Optimal impulse control of a SIR epidemic. OPTIMAL CONTROL APPLICATIONS & METHODS, 41(2), 448-468. doi:10.1002/oca.2552
On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only
Piunovskiy, A., & Zhang, Y. (2020). On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only. SIAM Journal on Control and Optimization, 58(1), 192-214. doi:10.1137/19M1248303
Continuous-Time Markov Decision Processes
Piunovskiy, A., & Zhang, Y. (2020). Continuous-Time Markov Decision Processes. Springer International Publishing. doi:10.1007/978-3-030-54987-9
Description of CTMDPs and Preliminaries
Piunovskiy, A., & Zhang, Y. (2020). Description of CTMDPs and Preliminaries. In Probability Theory and Stochastic Modelling (pp. 1-62). Springer International Publishing. doi:10.1007/978-3-030-54987-9_1
Gradual-Impulsive Control Models
Piunovskiy, A., & Zhang, Y. (2020). Gradual-Impulsive Control Models. In Probability Theory and Stochastic Modelling (pp. 403-472). Springer International Publishing. doi:10.1007/978-3-030-54987-9_7
Preface
Zhang, Y., & Piunovskiy, A. (2020). Preface (Vol. 97).
Reduction to DTMDP: The Total Cost Model
Piunovskiy, A., & Zhang, Y. (2020). Reduction to DTMDP: The Total Cost Model. In Probability Theory and Stochastic Modelling (pp. 201-262). Springer International Publishing. doi:10.1007/978-3-030-54987-9_4
Selected Properties of Controlled Processes
Piunovskiy, A., & Zhang, Y. (2020). Selected Properties of Controlled Processes. In Probability Theory and Stochastic Modelling (pp. 63-144). Springer International Publishing. doi:10.1007/978-3-030-54987-9_2
The Average Cost Model
Piunovskiy, A., & Zhang, Y. (2020). The Average Cost Model. In Probability Theory and Stochastic Modelling (pp. 263-336). Springer International Publishing. doi:10.1007/978-3-030-54987-9_5
The Discounted Cost Model
Piunovskiy, A., & Zhang, Y. (2020). The Discounted Cost Model. In Probability Theory and Stochastic Modelling (pp. 145-200). Springer International Publishing. doi:10.1007/978-3-030-54987-9_3
The Total Cost Model: General Case
Piunovskiy, A., & Zhang, Y. (2020). The Total Cost Model: General Case. In Probability Theory and Stochastic Modelling (pp. 337-402). Springer International Publishing. doi:10.1007/978-3-030-54987-9_6
2019
Optimal impulse control of dynamical systems
Piunovskiy, A. B., Plakhov, A., Torres, D., & Zhang, Y. (2019). Optimal impulse control of dynamical systems. SIAM Journal on Control and Optimization, 57(4), 2720-2752. doi:10.1137/18M1212069
Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints.
Avrachenkov, K., Piunovskiy, A. B., & Zhang, Y. (2019). Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints.. CoRR, abs/1803.07127.
Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria
Feinberg, E. A., & Piunovskiy, A. B. (2019). Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria. SIAM Journal on Control and Optimization, 57(1), 163-191. doi:10.1137/18M1194924
2018
Hitting Times in Markov Chains with Restart and their Application to Network Centrality
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2018). Hitting Times in Markov Chains with Restart and their Application to Network Centrality. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 20(4), 1173-1188. doi:10.1007/s11009-017-9600-5
Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints.
Avrachenkov, K., Piunovskiy, A. B., & Zhang, Y. (2018). Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints.. In CDC (pp. 880-887). IEEE. Retrieved from https://doi.org/10.1109/CDC37347.2018
NOWAK'S THEOREM ON PROBABILITY MEASURES INDUCED BY STRATEGIES REVISITED
Kurushima, A., Piunovskiy, A., & Zhang, Y. (2018). NOWAK'S THEOREM ON PROBABILITY MEASURES INDUCED BY STRATEGIES REVISITED. THEORY OF PROBABILITY AND ITS APPLICATIONS, 62(2), 328-334. doi:10.1134/S0040585X97T988630
Realizable strategies in continuous-time Markov decision processes
Piunovskiy, A. B. (2018). Realizable strategies in continuous-time Markov decision processes. SIAM Journal on Control and Optimization, 56(1), 473-495. doi:10.1137/17M1138959
2017
NOTE ON DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH A LOWER BOUNDING FUNCTION
Guo, X., Piunovskiy, A., & Zhang, Y. (2017). NOTE ON DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH A LOWER BOUNDING FUNCTION. JOURNAL OF APPLIED PROBABILITY, 54(4), 1071-1088. doi:10.1017/jpr.2017.53
2016
Optimal impulsive control of piecewise deterministic Markov processes
Dufour, F., Horiguchi, M., & Piunovskiy, A. B. (2016). Optimal impulsive control of piecewise deterministic Markov processes. Stochastics: An International Journal of Probability and Stochastic Processes, 88(7), 1073-1098. doi:10.1080/17442508.2016.1197925
Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach
Dufour, F., & Piunovskiy, A. B. (2016). Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach. APPLIED MATHEMATICS AND OPTIMIZATION, 74(1), 129-161. doi:10.1007/s00245-015-9310-8
Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes
Piunovskiy, A. B., Costa, O., & Dufour, F. (2016). Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes. SIAM Journal on Control and Optimization. doi:10.1137/140996380
CONSTRAINED AND UNCONSTRAINED OPTIMAL DISCOUNTED CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES
Costa, O. L. V., Dufour, F., & Piunovskiy, A. B. (2016). CONSTRAINED AND UNCONSTRAINED OPTIMAL DISCOUNTED CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 54(3), 1444-1474. doi:10.1137/140996380
2015
Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes
Piunovskiy, A. (2015). Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes. SIAM Journal on Control and Optimization, 53(6), 3503-3533. doi:10.1137/15m1014012
Infinite horizon optimal impulsive control with applications to Internet congestion control
Avrachenkov, K., Habachi, O., Piunovskiy, A., & Zhang, Y. (2015). Infinite horizon optimal impulsive control with applications to Internet congestion control. INTERNATIONAL JOURNAL OF CONTROL, 88(4), 703-716. doi:10.1080/00207179.2014.971436
Infinite horizon optimal impulsive control with applications to Internet congestion control
Avrachenkov, K., Habachi, O., Piunovskiy, A., & Zhang, Y. (2015). Infinite horizon optimal impulsive control with applications to Internet congestion control. International Journal of Control, 88(4), 703-716. doi:10.1080/00207179.2014.971436
Impulsive Control for Continuous-Time Markov Decision Processes
Dufour, F., & Piunovskiy, A. B. (2015). Impulsive Control for Continuous-Time Markov Decision Processes. Advances in Applied Probability, 47(01), 106-127. doi:10.1017/s0001867800007722
Impulsive control for continuous-time Markov decision processes
Dufour, F., & Piunovskiy, A. (2015). Impulsive control for continuous-time Markov decision processes. Advances in Applied Probability, 47(01), 106-127. doi:10.1239/aap/1427814583
Hitting with Restart: A Reason for Sisyphus Labour.
Avrachenkov, K., Piunovskiy, A. B., & Zhang, Y. (2015). Hitting with Restart: A Reason for Sisyphus Labour.. CoRR, abs/1503.08548.
2014
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
Piunovskiy, A., & Zhang, Y. (2014). Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach. 4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH, 12(1), 49-75. doi:10.1007/s10288-013-0236-1
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
Piunovskiy, A., & Zhang, Y. (2014). Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach. 4OR, 12(1), 49-75. doi:10.1007/s10288-013-0236-1
2013
MARKOV PROCESSES WITH RESTART
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2013). MARKOV PROCESSES WITH RESTART. JOURNAL OF APPLIED PROBABILITY, 50(4), 960-968. Retrieved from https://www.webofscience.com/
Markov Processes with Restart
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2013). Markov Processes with Restart. Journal of Applied Probability, 50(04), 960-968. doi:10.1017/s0021900200013735
Markov Processes with Restart
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2013). Markov Processes with Restart. Journal of Applied Probability, 50(4), 960-968. doi:10.1239/jap/1389370093
The Expected Total Cost Criterion for Markov Decision Processes under Constraints
Dufour, F., & Piunovskiy, A. B. (2013). The Expected Total Cost Criterion for Markov Decision Processes under Constraints. Advances in Applied Probability, 45(3), 837-859. doi:10.1239/aap/1377868541
The Expected Total Cost Criterion for Markov Decision Processes under Constraints
Dufour, F., & Piunovskiy, A. B. (2013). The Expected Total Cost Criterion for Markov Decision Processes under Constraints. Advances in Applied Probability, 45(03), 837-859. doi:10.1017/s0001867800006601
Borel Spaces and Other Theoretical Issues
Piunovskiy, A. B. (2013). Borel Spaces and Other Theoretical Issues. In EXAMPLES IN MARKOV DECISION PROCESSES (Vol. 2, pp. 257-266). Retrieved from https://www.webofscience.com/
Finite-Horizon Models
Piunovskiy, A. B. (2013). Finite-Horizon Models. In EXAMPLES IN MARKOV DECISION PROCESSES (Vol. 2, pp. 1-50). Retrieved from https://www.webofscience.com/
Homogeneous Infinite-Horizon Models: Average Loss and Other Criteria
Piunovskiy, A. B. (2013). Homogeneous Infinite-Horizon Models: Average Loss and Other Criteria. In EXAMPLES IN MARKOV DECISION PROCESSES (Vol. 2, pp. 177-252). Retrieved from https://www.webofscience.com/
Homogeneous Infinite-Horizon Models: Discounted Loss
Piunovskiy, A. B. (2013). Homogeneous Infinite-Horizon Models: Discounted Loss. In EXAMPLES IN MARKOV DECISION PROCESSES (Vol. 2, pp. 127-175). Retrieved from https://www.webofscience.com/
Homogeneous Infinite-Horizon Models: Expected Total Loss
Piunovskiy, A. B. (2013). Homogeneous Infinite-Horizon Models: Expected Total Loss. In EXAMPLES IN MARKOV DECISION PROCESSES (Vol. 2, pp. 51-126). Retrieved from https://www.webofscience.com/
Optimal stopping model with unknown transition probabilities
Horiguchi, M., & Piunovskiy, A. (2013). Optimal stopping model with unknown transition probabilities. Control and Cybernetics, 42(3), 593-612.
Proofs of Auxiliary Statements
Piunovskiy, A. B. (2013). Proofs of Auxiliary Statements. In EXAMPLES IN MARKOV DECISION PROCESSES (Vol. 2, pp. 267-280). Retrieved from https://www.webofscience.com/
2012
Examples in Markov Decision Processes
Piunovskiy, A. B. (2013). Examples in Markov Decision Processes (Vol. 2). Retrieved from https://www.webofscience.com/
The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach
Dufour, F., Horiguchi, M., & Piunovskiy, A. B. (2012). The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach. Advances in Applied Probability, 44(03), 774-793. doi:10.1017/s0001867800005875
The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach
Dufour, F., Horiguchi, M., & Piunovskiy, A. B. (2012). The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach. Advances in Applied Probability, 44(3), 774-793. doi:10.1239/aap/1346955264
Fluid Approximations to Markov Decision Processes with Local Transitions
Piunovskiy, A., & Zhang, Y. (2012). Fluid Approximations to Markov Decision Processes with Local Transitions. In Systems & Control: Foundations & Applications (pp. 225-238). Birkhäuser Boston. doi:10.1007/978-0-8176-8337-5_13
Fluid approximations to Markov decision processes with local transitions
Piunovskiy, A., & Zhang, Y. (2012). Fluid approximations to Markov decision processes with local transitions. Book: Optimization, Control, and Applications of Stochastic Systems.
The Transformation Method for Continuous-Time Markov Decision Processes
Piunovskiy, A., & Zhang, Y. (2012). The Transformation Method for Continuous-Time Markov Decision Processes. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 154(2), 691-712. doi:10.1007/s10957-012-0015-8
The transformation method for continuous-time Markov decision processes
Piunovskiy, A., & Zhang, Y. (2012). The transformation method for continuous-time Markov decision processes. Journal of Optimization Theory and Applications, 154, 691-712.
2011
DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH UNBOUNDED RATES: THE CONVEX ANALYTIC APPROACH
Piunovskiy, A., & Zhang, Y. (2011). DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH UNBOUNDED RATES: THE CONVEX ANALYTIC APPROACH. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 49(5), 2032-2061. doi:10.1137/10081366X
On the Accuracy of Fluid Approximations to a Class of Inventory-Level-Dependent EOQ and EPQ Models
Piunovskiy, A., & Zhang, Y. (2011). On the Accuracy of Fluid Approximations to a Class of Inventory-Level-Dependent EOQ and EPQ Models. Advances in Operations Research, 2011, 1-23. doi:10.1155/2011/301205
Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
Piunovskiy, A., & Zhang, Y. (2011). Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 73(2), 159-187. doi:10.1007/s00186-010-0340-3
ASYMPTOTIC FLUID OPTIMALITY AND EFFICIENCY OF THE TRACKING POLICY FOR BANDWIDTH-SHARING NETWORKS
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2011). ASYMPTOTIC FLUID OPTIMALITY AND EFFICIENCY OF THE TRACKING POLICY FOR BANDWIDTH-SHARING NETWORKS. JOURNAL OF APPLIED PROBABILITY, 48(1), 90-113. doi:10.1239/jap/1300198138
Asymptotic Fluid Optimality and Efficiency of the Tracking Policy for Bandwidth-Sharing Networks
Avrachenkov, K., Piunovskiy, A., & Zhang, Y. (2011). Asymptotic Fluid Optimality and Efficiency of the Tracking Policy for Bandwidth-Sharing Networks. Journal of Applied Probability, 48(01), 90-113. doi:10.1017/s0021900200007658
Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
Guo, X., & Piunovskiy, A. (2011). Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates. Mathematics of Operations Research, 36(1), 105-132. doi:10.1287/moor.1100.0477
2010
Controlled stochastic jump processes
Piunovskiy, A. B. (2010). Controlled stochastic jump processes. In International Conference on Mathematical Models for Engineering Science - Proceedings (pp. 104-112).
Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach
Dufour, F., & Piunovskiy, A. B. (2010). Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach. Journal of Applied Probability, 47(04), 947-966. doi:10.1017/s0021900200007282
On Strongly Equivalent Nonrandomized Transition Probabilities
Feinberg, E. A., & Piunovskiy, A. B. (2010). On Strongly Equivalent Nonrandomized Transition Probabilities. Theory of Probability & Its Applications, 54(2), 300-307. doi:10.1137/s0040585x97984255
Convergence of trajectories and optimal buffer sizing for AIMD congestion control
Avrachenkov, K., Ayesta, U., & Piunovskiy, A. (2010). Convergence of trajectories and optimal buffer sizing for AIMD congestion control. Performance Evaluation, 67(7), 501-527. doi:10.1016/j.peva.2010.01.004
Convergence of trajectories and optimal buffer sizing for MIMD congestion control
Zhang, Y., Piunovskiy, A., Ayesta, U., & Avrachenkov, K. (2010). Convergence of trajectories and optimal buffer sizing for MIMD congestion control. Computer Communications, 33(2), 149-159. doi:10.1016/j.comcom.2009.08.008
Convergence of trajectories and optimal buffer sizing for MIMD congestion control
Zhang, Y., Piunovskiy, A., Ayesta, U., & Avrachenkov, K. (2010). Convergence of trajectories and optimal buffer sizing for MIMD congestion control. COMPUTER COMMUNICATIONS, 33(2), 149-159. doi:10.1016/j.comcom.2009.08.008
Controlled stochastic jump processes
Piunovskiy, A., & al, E. (2010). Controlled stochastic jump processes. In V. Mladenov (Ed.), Intern. Conf. on Mathem. Models for Engin. Science. (pp. 104-112). Puerto De La Cruz: WSEAS Press.
Convex analytic approach to the optimal stopping of a Markov chain
Dufour, F., & Piunovskiy, A. (2010). Convex analytic approach to the optimal stopping of a Markov chain. In A. Piunovskiy (Ed.), Modern trends in controlled stochastic processes (pp. 23-43). Frome: Luniver Press.
Modern trends in controlled stochastic processes
Piunovskiy, A. (Ed.) (2010). Modern trends in controlled stochastic processes. Frome: Luniver Press.
Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach
Dufour, F., & Piunovskiy, A. B. (2010). Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach. Journal of Applied Probability, 47(4), 947-966. doi:10.1239/jap/1294170511
2009
Random walk, birth-and-death process and their fluid approximations: absorbing case
Piunovskiy, A. B. (2009). Random walk, birth-and-death process and their fluid approximations: absorbing case. Mathematical Methods of Operations Research, 70(2), 285-312. doi:10.1007/s00186-008-0269-y
Controlled jump Markov processes with local transitions and their fluid approximation
Piunovskiy, A. (2009). Controlled jump Markov processes with local transitions and their fluid approximation. WSEAS Transactions on Systems and Control, 4(8), 399-412.
When Bellman's principle fails
Piunovskiy, A. (2009). When Bellman's principle fails. The Open Cybernetics and Systemics Journal, 3, 5-12. Retrieved from http://www.bentham.org/open/tocsj/
`Fluid approximation to controlled jump Markov processes with local transitions'
Piunovskiy, A. (2009). `Fluid approximation to controlled jump Markov processes with local transitions'. In European Computing Conference (pp. 175-180). Tbilisi: WSEAS Press.
2008
An explicit optimal intervention policy for a deterministic epidemic model
Piunovskiy, A. B., & Clancy, D. (2008). An explicit optimal intervention policy for a deterministic epidemic model. OPTIMAL CONTROL APPLICATIONS & METHODS, 29(6), 413-428. doi:10.1002/oca.834
Fluid model of an Internet router under the MIMD control scheme
Ayesta, U., Piunovskiy, A. B., & Zhang, Y. (2008). Fluid model of an Internet router under the MIMD control scheme. TELECOMMUNICATIONS MODELING, POLICY, AND TECHNOLOGY, 239-+. Retrieved from https://www.webofscience.com/
2007
Neighbourhood Search for constructing Pareto sets
Dorini, G., Pierro, F. D., Savic, D., & Piunovskiy, A. B. (2007). Neighbourhood Search for constructing Pareto sets. Mathematical Methods of Operations Research, 65(2), 315-337. doi:10.1007/s00186-006-0117-x
2006
Dynamic programming in constrained Markov decision processes
Piunovskiy, A. B. (2006). Dynamic programming in constrained Markov decision processes. Control and Cybernetics, 35(3), 645-660.
On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions
Feinberg, E. A., & Piunovskiy, A. B. (2006). On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions. Theory of Probability & Its Applications, 50(3), 463-466. doi:10.1137/s0040585x97981937
2005
An explicit optimal isolation policy for a deterministic epidemic model
Clancy, D., & Piunovskiy, A. B. (2005). An explicit optimal isolation policy for a deterministic epidemic model. APPLIED MATHEMATICS AND COMPUTATION, 163(3), 1109-1121. doi:10.1016/j.amc.2004.06.028
DISCOUNTED CONTINUOUS TIME MARKOV DECISION PROCESSES: THE CONVEX ANALYTIC APPROACH
Piunovskiy, A. B. (2005). DISCOUNTED CONTINUOUS TIME MARKOV DECISION PROCESSES: THE CONVEX ANALYTIC APPROACH. In IFAC Proceedings Volumes Vol. 38 (pp. 31-36). Elsevier BV. doi:10.3182/20050703-6-cz-1902.00357
2004
Multicriteria impulsive control of jump Markov processes
Piunovskiy, A. B. (2004). Multicriteria impulsive control of jump Markov processes. Mathematical Methods of Operational Research, 60(1). doi:10.1007/s001860400355
Optimal Interventions in Countable Jump Markov Processes
Piunovskiy, A. B. (2004). Optimal Interventions in Countable Jump Markov Processes. Mathematics of Operations Research, 29(2), 289-308. doi:10.1287/moor.1030.0063
Bicriteria Optimization of a Queue with a Controlled Input Stream
Piunovskiy, A. B. (2004). Bicriteria Optimization of a Queue with a Controlled Input Stream. Queueing Systems, 48(1/2), 159-184. doi:10.1023/b:ques.0000039892.03630.24
Constrained Control of a Queuing System
Piunovskiy, A. B. (2004). Constrained Control of a Queuing System. In IFAC Proceedings Volumes Vol. 37 (pp. 633-637). Elsevier BV. doi:10.1016/s1474-6670(17)30541-4
2003
Controlled linear system with delayed relay output under impulse random disturbances
Bliman, P. -A., Piunovskiy, A. B., & Sorine, M. (2003). Controlled linear system with delayed relay output under impulse random disturbances. Automatica, 39(8), 1399-1405. doi:10.1016/s0005-1098(03)00116-x
2002
Nonatomic total rewards Markov decision processes with multiple criteria
Feinberg, E. A., & Piunovskiy, A. B. (2002). Nonatomic total rewards Markov decision processes with multiple criteria. Journal of Mathematical Analysis and Applications, 273(1), 93-111. doi:10.1016/s0022-247x(02)00213-5
OPTIMAL CONTROL OF STOCHASTIC LINEAR SYSTEM WITH DELAYED RELAY OUTPUT
Bliman, P. -A., Piunovskiy, A. B., & Sorine, M. (2002). OPTIMAL CONTROL OF STOCHASTIC LINEAR SYSTEM WITH DELAYED RELAY OUTPUT. In IFAC Proceedings Volumes Vol. 35 (pp. 407-411). Elsevier BV. doi:10.3182/20020721-6-es-1901.01139
2001
Controlled jump Markov processes with interventions.
Piunovskiy, A. (2001). Controlled jump Markov processes with interventions.. In 5-th Intern. Conf. on Optimization: Techniques and Applications. (pp. 1179-1193). Hong Kong: Contemporary Development Company.
2000
Multiple Objective Nonatomic Markov Decision Processes with Total Reward Criteria
Feinberg, E. A., & Piunovskiy, A. B. (2000). Multiple Objective Nonatomic Markov Decision Processes with Total Reward Criteria. Journal of Mathematical Analysis and Applications, 247(1), 45-66. doi:10.1006/jmaa.2000.6819
Constrained Markovian decision processes: the dynamic programming approach
Piunovskiy, A. B., & Mao, X. (2000). Constrained Markovian decision processes: the dynamic programming approach. Operations Research Letters, 27(3), 119-126. doi:10.1016/s0167-6377(00)00039-0
Stochastic Differential Delay Equations with Markovian Switching
Mao, X., Matasov, A., & Piunovskiy, A. B. (2000). Stochastic Differential Delay Equations with Markovian Switching. Bernoulli, 6(1), 73. doi:10.2307/3318634
Strategic measures in optimal control problems for stochastic sequences
Mao, X., & Piunovskiy, A. (2000). Strategic measures in optimal control problems for stochastic sequences. Stochastic Analysis and Applications, 18(5), 755-776. doi:10.1080/07362990008809696
1997
Multicriteria control problems for stochastic sequences
Piunovskiy, A. B. (1997). Multicriteria control problems for stochastic sequences. In 1997 European Control Conference (ECC) (pp. 531-534). IEEE. doi:10.23919/ecc.1997.7082149
Optimal control of stochastic sequences with constraints
Piunovskiy, A. B. (1997). Optimal control of stochastic sequences with constraints. Stochastic Analysis and Applications, 15(2), 231-254. doi:10.1080/07362999708809473
1995
Multicriteria problems of optimal control for queueing systems
Piunovskiy, A. B. (1995). Multicriteria problems of optimal control for queueing systems. In IEEE Symposium on Emerging Technologies & Factory Automation Vol. 3 (pp. 393-398).
1991
Optimal control of stochastic sequences with restrictions
Piunovskiy, A. B. (1991). Optimal control of stochastic sequences with restrictions. In IFAC Symposia Series - Proceedings of a Triennial World Congress Vol. 2 (pp. 13-15).
1990
Problems of optimal infinite-horizon control
Piunovskiy, A. B. (1990). Problems of optimal infinite-horizon control. Soviet journal of computer and systems sciences, 28(6), 65-71.
1983
OPTIMAL CONTROL OF CONTINUOUS-DISCRETE JUMP PROCESSES.
Piunovskiy, A. B., & Khemetov, V. M. (1983). OPTIMAL CONTROL OF CONTINUOUS-DISCRETE JUMP PROCESSES.. Engineering cybernetics, 21(3), 49-54.