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Selected recent
publications (more than 100 in total).
- Randomized and relaxed strategies in
continuous-time Markov decision processes // SIAM J. Control Optim.,
2015, V.53, p.3503-3533
- Impulsive control for continuous-time Markov
decision processes: a linear programming approach (F.Dufour –
co-author) // Appl. Math. Optim. DOI10.1007/s00245-015-9310-8
- Modern Trends in
Controlled Stochastic Processes – Vol.II (Editor), Luniver Press,
Frome, 2015 323 pp.
- Optimal stopping model
with unknown transition probabilities (M.Horiguchi – co-author) //
Control and Cybernetics, 2013, V.42, p.593-612
- The expected total cost
criterion for Markov decision processes under constraints (F.Dufour –
co-author) // Adv.Appl.Prob., 2013, V.45, p.837-859
- Examples in Markov
Decision Processes. Imperial College Press, 2013. 293 p
- The transformation
method for continuous-time Markov decision processes (Y.Zhang –
co-author) // J. Optim. Theory Appl., 2012, V.154, p.691-712
- Discounted continuous-time Markov decision
processes with unbounded rates: the convex analytic approach (Y.Zhang
– co-author) // SIAM J. Control Optim, 2011, V.49, N.5, p.2032-2061
- Accuracy of fluid approximations to
controlled birth-and-death processes: absorbing case (Y.Zhang –
co-author) // Math. Meth. Oper. Res., 2011, V.73, N.2, p.159-187.
- Modern Trends in
Controlled Stochastic Processes (Editor), Luniver Press, Frome, 2010,
342 pp.
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