Eugene A. Feinberg

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Person:228270

Available identifiers

zbMath Open feinberg.eugene-aMaRDI QIDQ228270

List of research outcomes





PublicationDate of PublicationType
On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations2024-02-14Paper
Semi-uniform Feller stochastic kernels2023-11-21Paper
Continuity of Filters for Discrete-Time Control Problems Defined by Explicit Equations2023-11-20Paper
Solutions for zero‐sum two‐player games with noncompact decision sets and unbounded payoffs2023-10-25Paper
Continuity of discounted values and the structure of optimal policies for <scp>periodic‐review</scp> inventory systems with setup costs2023-10-25Paper
https://portal.mardi4nfdi.de/entity/Q61372692023-09-01Paper
Equivalent conditions for weak continuity of nonlinear filters2023-06-26Paper
Sequential Optimization of CVaR2022-11-14Paper
Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors2022-11-09Paper
Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs2022-11-09Paper
On the optimality equation for average cost Markov decision processes and its validity for inventory control2022-11-09Paper
Kolmogorov's equations for jump Markov processes with unbounded jump rates2022-11-09Paper
Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities2022-08-23Paper
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes2022-06-27Paper
STOCHASTIC SETUP-COST INVENTORY MODEL WITH BACKORDERS AND QUASICONVEX COST FUNCTIONS2022-04-14Paper
Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems2022-02-25Paper
MDPs with setwise continuous transition probabilities2021-12-13Paper
Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities2021-09-30Paper
Continuity of Parametric Optima for Possibly Discontinuous Functions and Noncompact Decision Sets2021-09-13Paper
Complexity bounds for approximately solving discounted MDPs by value iterations2021-04-07Paper
MDPs with Setwise Continuous Transition Probabilities2020-11-02Paper
Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes2020-09-16Paper
Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition2020-02-17Paper
Strong Polynomiality of the Value Iteration Algorithm for Computing Nearly Optimal Policies for Discounted Dynamic Programming2020-01-28Paper
Constrained discounted Markov decision processes with Borel state spaces2020-01-20Paper
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps2019-06-11Paper
An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems2019-06-11Paper
A Class of Solvable Markov Decision Models with Incomplete Information2019-03-27Paper
On the reduction of total‐cost and average‐cost MDPs to discounted MDPs2019-03-05Paper
On the convergence of optimal actions for Markov decision processes and the optimality of (s,S) inventory policies2019-03-01Paper
Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria2019-01-09Paper
Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming2018-09-28Paper
The value iteration algorithm is not strongly polynomial for discounted dynamic programming2018-08-27Paper
An example showing that A-lower semi-continuity is essential for minimax continuity theorems2018-02-06Paper
Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs2017-11-22Paper
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs2017-11-17Paper
OPTIMAL SWITCHING ON AND OFF THE ENTIRE SERVICE CAPACITY OF A PARALLEL QUEUE2017-09-19Paper
Uniform Fatou's lemma2016-07-29Paper
Optimality Conditions for Inventory Control2016-06-02Paper
Partially observable total-cost Markov decision processes with weakly continuous transition probabilities2016-05-19Paper
Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs2016-03-15Paper
Optimality Conditions for Partially Observable Markov Decision Processes2015-10-08Paper
Continuity of minima: local results2015-09-02Paper
Convergence of probability measures and Markov decision models with incomplete information2015-08-20Paper
Fatou's Lemma for Weakly Converging Probabilities2015-04-28Paper
Berge's maximum theorem for noncompact image sets2015-03-27Paper
On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes2015-03-27Paper
Average cost Markov decision processes with weakly continuous transition probabilities2014-10-21Paper
Examples concerning Abel and Cesàro limits2014-08-26Paper
Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems2014-05-14Paper
Extension of Lyapunov's convexity theorem to subranges2013-11-14Paper
The multi-armed bandit, with constraints2013-11-12Paper
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times2013-11-12Paper
Berge's theorem for noncompact image sets2012-10-29Paper
Optimality of trunk reservation for an \(M/M/k/N\) queue with several customer types and holding costs2012-05-24Paper
Splitting randomized stationary policies in total-reward Markov decision processes2012-05-24Paper
On maximal ranges of vector measures for subsets and purification of transition probabilities2011-12-13Paper
On strongly equivalent nonrandomized transition probabilities2010-08-11Paper
On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion2010-04-26Paper
Compactness of the space of non-randomized policies in countable-state sequential decision processes2010-04-23Paper
An inequality for variances of the discounted rewards2010-02-02Paper
On polynomial cases of the unichain classification problem for Markov decision processes2008-11-27Paper
Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints2008-10-17Paper
Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem2008-05-27Paper
Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings2008-01-18Paper
Non-randomized policies for constrained Markov decision processes2008-01-16Paper
OPTIMALITY OF RANDOMIZED TRUNK RESERVATION FOR A PROBLEM WITH MULTIPLE CONSTRAINTS2007-06-04Paper
On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions2007-04-02Paper
Bicriterion Optimization of an M/G/1 Queue with A Removable Server2006-08-30Paper
Optimality of randomized trunk reservation for a problem with a single constraint2006-06-19Paper
Generalized pinwheel problem2006-02-08Paper
On essential information in sequential decision processes2006-01-23Paper
Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach2005-11-11Paper
https://portal.mardi4nfdi.de/entity/Q54630242005-08-01Paper
OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS2005-05-09Paper
https://portal.mardi4nfdi.de/entity/Q45474382003-07-17Paper
https://portal.mardi4nfdi.de/entity/Q45474332003-07-17Paper
Optimality of \(D\)-policies for an \(M\)/\(G\)/1 queue with a removable server2003-05-04Paper
Nonatomic total rewards Markov decision processes with multiple criteria2003-02-11Paper
https://portal.mardi4nfdi.de/entity/Q45474392002-08-21Paper
https://portal.mardi4nfdi.de/entity/Q45305712002-07-10Paper
Handbook of Markov decision processes. Methods and applications2002-02-06Paper
Constrained discounted Markov decision processes and Hamiltonian cycles.2001-11-26Paper
A note on the existence of optimal policies in total reward dynamic programs with compact action sets.2001-11-26Paper
https://portal.mardi4nfdi.de/entity/Q45040532001-08-29Paper
Constrained dynamic programming with two discount factors: applications and an algorithm2000-10-17Paper
Multiple objective nonatomic Markov decision processes with total reward criteria2000-01-01Paper
Stochastic monotonicity for stationary recurrence times of first passage heights1997-08-25Paper
Constrained Discounted Dynamic Programming1997-08-04Paper
https://portal.mardi4nfdi.de/entity/Q47163371996-11-26Paper
Constrained Markov Decision Models with Weighted Discounted Rewards1995-09-17Paper
https://portal.mardi4nfdi.de/entity/Q48363201995-06-14Paper
Markov Decision Models with Weighted Discounted Criteria1995-01-03Paper
A generalization of ‘expectation equals reciprocal of intensity' to non-stationary exponential distributions1994-09-20Paper
Constrained Semi-Markov decision processes with average rewards1994-08-15Paper
Finite state Markov decision models with average reward criteria1994-05-19Paper
On Stationary Strategies in Borel Dynamic Programming1993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q40119951992-09-27Paper
Non-randomized strategies in stochastic decision processes1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33606821989-01-01Paper
Sufficient Classes of Strategies in Discrete Dynamic Programming. II: Locally Stationary Strategies1987-01-01Paper
Sufficient Classes of Strategies in Discrete Dynamic Programming I: Decomposition of Randomized Strategies and Embedded Models1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38070131987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30267831986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37431451986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36968921985-01-01Paper
Optimal control by the retransmission probability in slotted ALOHA systems1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37297781984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33292441983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39484181982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39628071982-01-01Paper
Non-Randomized Markov and Semi-Markov Strategies in Dynamic Programming1982-01-01Paper
Controlled Markov Processes with Arbitrary Numerical Criteria1982-01-01Paper
Optimal strategy for activation of a servicing device in one class of systems with group servicing1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38543921980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39043471980-01-01Paper
An $\varepsilon $-Optimal Control of a Finite Markov Chain with an Average Reward Criterion1980-01-01Paper
On Homogeneous Markov Models with Continuous Time and Finite or Countable State Space1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41847451979-01-01Paper
The Existence of a Stationary $\varepsilon $-Optimal Policy for a Finite Markov Chain1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41698441978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41323711977-01-01Paper
On Controlled Finite State Markov Processes with Compact Control Sets1975-01-01Paper

Research outcomes over time

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