Workshop: modern trends in controlled stochastic processes: theory and applications

研讨会：受控随机过程的现代趋势：理论与应用

• 批准号: EP/T018216/1
• 负责人: A Piunovskiy
• 金额: $ 5.3万
• 依托单位: University of Liverpool
• 依托单位国家: 英国
• 项目类别: Research Grant
• 财政年份: 2020
• 资助国家: 英国
• 起止时间: 2020 至 无数据
• 项目状态: 已结题
• 来源: https://gtr.ukri.org/projects?ref=EP%2FT018216%2F1
• 关键词: Workshop; modern; trends; controlled; stochastic

After preliminary contacts, we have more than 25 overseas participants and 5 prospective British participants from outside Liverpool. If we add 5 members of staff and research students at the Department of Mathematical Sciences (University of Liverpool) we obtain the initial list which will be slightly extended at a later date up to 40 participants. According to the title, there will be a good balance between purely mathematical issues like construction of the controlled models, their properties, approximations etc, and practical applications based on the developed theory, like congestion management in Internet, risk management in economics and insurance, inventory control, optimal interventions in epidemics, etc. At the moment, we have the draft schedule of the workshop, described in the Case for Support. The participants will be allowed to give 20-25-minutes long official presentations. Besides they will have plenty of time to communicate informally, to create and develop research links. As can be seen from the Case for Support, the workshop will involve many world leading scientists, along with talented young researchers and PhD students.

经过初步接触，我们有超过25名海外参与者和5名来自利物浦以外的潜在英国参与者。如果我们添加数学科学系（利物浦大学）的 5 名教职员工和研究生，我们将获得初始名单，稍后将稍微扩展至 40 名参与者。根据标题，纯数学问题（如受控模型的构建、其属性、近似值等）与基于已发展理论的实际应用（如互联网拥塞管理、经济和保险中的风险管理、库存控制、流行病的最佳干预措施等）之间将取得良好的平衡。目前，我们有研讨会的时间表草案，在支持案例中进行了描述。参与者将被允许进行 20-25 分钟的正式演讲。此外，他们将有充足的时间进行非正式沟通，建立和发展研究联系。从支持案例中可以看出，研讨会将涉及许多世界领先的科学家，以及才华横溢的年轻研究人员和博士生。

项目成果

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

• DOI: 10.1137/21m1444060
• 发表时间: 2021-12
• 期刊: SIAM J. Control. Optim.
• 作者: A. Piunovskiy;Yi Zhang

Turnpikes in finite Markov decision processes and random walk

有限马尔可夫决策过程和随机游走中的收费公路

• DOI: 10.4213/tvp5528
• 发表时间: 2023
• 期刊: ?????? ???????????? ? ?? ??????????
• 作者: Piunovskiy A

ON GRADUAL-IMPULSE CONTROL OF CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH EXPONENTIAL UTILITY

• DOI: 10.1017/apr.2020.64
• 发表时间: 2021-06-01
• 期刊: ADVANCES IN APPLIED PROBABILITY
• 影响因子: 1.2
• 作者: Guo, Xin;Kurushima, Aiko;Zhang, Yi
• 通讯作者: Zhang, Yi

Extreme Occupation Measures in Markov Decision Processes with an Absorbing State

吸收态马尔可夫决策过程中的极端占用测度

• DOI: 10.1137/23m1572398
• 发表时间: 2024
• 期刊: SIAM Journal on Control and Optimization
• 影响因子: 2.2
• 作者: Piunovskiy A

Modern Trends in Controlled Stochastic Processes: - Theory and Applications, V.III

受控随机过程的现代趋势：- 理论与应用，V.III

• DOI: 10.1007/978-3-030-76928-4_3
• 发表时间: 2021
• 作者: Piunovskiy A