个人简介

Dr Yi Zhang, Associate Professor.

联系方式

邮件：y.zhang.29@bham.ac.uk

任职及教育经历

PhD, Department of Mathematical Sciences, University of Liverpool, 2010

BSc, Department of Mathematical Sciences, University of Liverpool, 2007

研究领域  

Markov Decision Processes and Stochastic Games

Markov Chains and Pure Jump Processes

Statistical Decision Theory and Sequential Analysis

Applications to e.g., Impulse Control Problems, Telecommunication

近期学术出版物

Book

Piunovskiy, A & Zhang, Y (eds) 2021, Modern Trends in Controlled Stochastic Processes: Theory and Applications, V.III. Emergence, Complexity and Computation, vol. 41, 1 edn, Springer, Cham. https://doi.org/10.1007/978-3-030-76928-4

Piunovskiy, A & Zhang, Y 2020, Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies. Probability Theory and Stochastic Modelling, Springer. https://doi.org/10.1007/978-3-030-54987-9

Article

Piunovskiy, A & Zhang, Y 2023, 'On the structure of optimal solutions in a mathematical programming problem in a convex space', Operations Research Letters, vol. 51, no. 5, pp. 488-493. https://doi.org/10.1016/j.orl.2023.07.006

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, vol. 60, no. 3, pp. 1892-1917. https://doi.org/10.1137/21M1444060

Guo, X & Zhang, Y 2021, 'A useful technique for piecewise deterministic Markov decision processes', Operations Research Letters, vol. 49, no. 1, pp. 55-61. https://doi.org/10.1016/j.orl.2020.11.002

Piunovskiy, A & Zhang, Y 2021, 'Aggregated occupation measures and linear programming approach to constrained impulse control problems', Journal of Mathematical Analysis and Applications, vol. 499, no. 2, 125070. https://doi.org/10.1016/j.jmaa.2021.125070

Piunovskiy, A & Zhang, Y 2021, 'Linear programming approach to optimal impulse control problems with functional constraints', Journal of Mathematical Analysis and Applications, vol. 496, no. 2, 124817. https://doi.org/10.1016/j.jmaa.2020.124817

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, vol. 53, no. 2, pp. 301-334. https://doi.org/10.1017/apr.2020.64

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, vol. 58, no. 1, pp. 192-214. https://doi.org/10.1137/19M1248303

Guo, X & Zhang, Y 2020, 'On risk-sensitive piecewise deterministic Markov decision processes', Applied Mathematics and Optimization, vol. 81, no. 3, pp. 685-710. https://doi.org/10.1007/s00245-018-9485-x

Guo, X, Liu, Q & Zhang, Y 2019, 'Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates', 4OR, vol. 17, no. 4, pp. 427-442. https://doi.org/10.1007/s10288-019-0398-6

Piunovskiy, A, Plakhov, A, Torres, DFM & Zhang, Y 2019, 'Optimal impulse control of dynamical systems', SIAM Journal on Control and Optimization, vol. 57, no. 4, pp. 2720-2752. https://doi.org/10.1137/18M1212069

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, vol. 20, no. 4, pp. 1173-1188. https://doi.org/10.1007/s11009-017-9600-5

Kurushima, A, Piunovskiy, A & Zhang, Y 2018, 'Nowak’s theorem on probability measures induced by strategies revisited', Theory of Probability and its Applications, vol. 62, no. 2, pp. 328-334. https://doi.org/10.1134/S0040585X97T988630

Conference contribution

Avrachenkov, K, Piunovskiy, A & Zhang, Y 2019, Impulsive control for G-AIMD dynamics with relaxed and hard constraints. in 2018 IEEE Conference on Decision and Control, CDC 2018., 8619537, Proceedings of the IEEE Conference on Decision and Control, vol. 2018-December, Institute of Electrical and Electronics Engineers (IEEE), pp. 880-887, 57th IEEE Conference on Decision and Control, CDC 2018, Miami, United States, 17/12/18. https://doi.org/10.1109/CDC.2018.8619537