Edit Profile (opens in new tab) Feinberg, Eugene Aleksandrovich Co-Author Distance Author ID: feinberg.eugene-a Published as: Feinberg, Eugene A.; Fajnberg, E. A.; Feinberg, E. A.; Fainberg, E. A.; Feinberg, Eugene more...less Homepage: http://www.ams.sunysb.edu/~feinberg/ External Links: MGP · Math-Net.Ru Documents Indexed: 121 Publications since 1975, including 1 Book and 7 Additional arXiv Preprints 1 Contribution as Editor Reviewing Activity: 42 Reviews Co-Authors: 46 Co-Authors with 93 Joint Publications 1,150 Co-Co-Authors all top 5 Co-Authors 29 single-authored 24 Kasyanov, Pavlo O. 11 Zgurovsky, Mikhail Z. 8 Shwartz, Adam 7 Shiryaev, Al’bert Nikolaevich 5 Huang, Jefferson 5 Liang, Yan 5 Piunovskiĭ, Alekseĭ Borisovich 4 Sonin, Isaac M. 3 Kraemer, David N. 3 Lewis, Mark E. 3 Mandava, Manasa 3 Yang, Fenghsu 3 Zadoianchuk, Nina V. 2 Altman, Eitan 2 Boguslavsky, Leonid B. 2 Chen, Richard C. 2 Dai, Peng 2 Denardo, Eric V. 2 Fan-Orzechowski, Xiaofei 2 Fei, Jun 2 He, Gaojin 2 Kella, Offer 2 Kim, Dong J. 2 Rothblum, Uriel George 2 Yushkevich, Aleksandr Adol’fovich 1 Bishop, Christopher James 1 Burnaev, E. V. 1 Cavazos-Cadena, Rolando 1 Curry, Michael T. 1 Ding, Rui 1 Filar, Jerzy A. 1 Gaitsgory, Vladimir G. 1 Ishizawa, Sayaka 1 Jaśkiewicz, Anna 1 Katehakis, Michael N. 1 Kogan, Yakov A. 1 Montes-de-Oca, Raúl 1 Nowak, Andrzej S. 1 Paliichuk, Liliia S. 1 Park, Haechurl 1 Royset, Johannes O. 1 Scherrer, Bruno 1 Smirnov, A. N. 1 Voorneveld, Mark 1 Zhang, Junyu 1 Zhang, Xiaoxuan all top 5 Serials 16 Theory of Probability and its Applications 12 Mathematics of Operations Research 8 Operations Research Letters 8 Annals of Operations Research 7 Journal of Mathematical Analysis and Applications 7 Teoriya Veroyatnosteĭ i eë Primeneniya 6 Probability in the Engineering and Informational Sciences 4 Naval Research Logistics 4 Mathematical Methods of Operations Research 2 Journal of Applied Probability 2 Proceedings of the American Mathematical Society 2 SIAM Journal on Control and Optimization 2 Queueing Systems 1 Advances in Applied Probability 1 Problems of Information Transmission 1 Uspekhi Matematicheskikh Nauk [N. S.] 1 Automatica 1 IEEE Transactions on Automatic Control 1 Soviet Mathematics. Doklady 1 Performance Evaluation 1 Systems & Control Letters 1 Statistics & Decisions 1 Journal of Theoretical Probability 1 The Annals of Applied Probability 1 Problemy Peredachi Informatsii 1 Stochastic Processes and their Applications 1 ZOR. Zeitschrift für Operations Research 1 Journal of Convex Analysis 1 ZOR. Mathematical Methods of Operations Research 1 Proceedings of the Steklov Institute of Mathematics 1 International Series in Operations Research & Management Science 1 Set-Valued and Variational Analysis all top 5 Fields 89 Operations research, mathematical programming (90-XX) 45 Probability theory and stochastic processes (60-XX) 13 Systems theory; control (93-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Measure and integration (28-XX) 4 Statistics (62-XX) 2 General and overarching topics; collections (00-XX) 2 General topology (54-XX) 2 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Sequences, series, summability (40-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 92 Publications have been cited 861 times in 459 Documents Cited by ▼ Year ▼ Handbook of Markov decision processes. Methods and applications. Zbl 0979.90001 Feinberg, Eugene A.; Shwartz, Adam 60 2002 Continuous time discounted jump Markov decision processes: a discrete-event approach. Zbl 1082.90126 Feinberg, Eugene A. 41 2004 Average cost Markov decision processes with weakly continuous transition probabilities. Zbl 1297.90173 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zadoianchuk, Nina V. 40 2012 Fatou’s lemma for weakly converging probabilities. Zbl 1328.60009 Feinberg, E. A.; Kasyanov, P. O.; Zadoianchuk, N. V. 33 2014 Partially observable total-cost Markov decision processes with weakly continuous transition probabilities. Zbl 1338.90445 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 30 2016 Berge’s theorem for noncompact image sets. Zbl 1252.49022 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zadoianchuk, Nina V. 29 2013 Constrained discounted dynamic programming. Zbl 0867.90123 Feinberg, Eugene A.; Shwartz, Adam 26 1996 Optimality of \(D\)-policies for an \(M\)/\(G\)/1 queue with a removable server. Zbl 1013.90043 Feinberg, Eugene A.; Kella, Offer 24 2002 Optimality inequalities for average cost Markov decision processes and the stochastic cash balance problem. Zbl 1341.90142 Feinberg, Eugene A.; Lewis, Mark E. 22 2007 Constrained discounted Markov decision processes and Hamiltonian cycles. Zbl 1073.90567 Feinberg, Eugene A. 22 2000 Splitting randomized stationary policies in total-reward Markov decision processes. Zbl 1243.90233 Feinberg, Eugene A.; Rothblum, Uriel G. 22 2012 Constrained semi-Markov decision processes with average rewards. Zbl 0824.90136 Feinberg, Eugene A. 21 1994 On solutions of Kolmogorov’s equations for nonhomogeneous jump Markov processes. Zbl 1328.60192 Feinberg, Eugene A.; Mandava, Manasa; Shiryaev, Albert N. 21 2014 Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings. Zbl 1135.60024 Feinberg, Eugene A.; Shirayaev, Albert N. 19 2006 Reduction of discounted continuous-time MDPs with unbounded jump and reward rates to discrete-time total-reward mdps. Zbl 1374.90402 Feinberg, Eugene A. 19 2012 Markov decision models with weighted discounted criteria. Zbl 0803.90123 Feinberg, Eugene A.; Shwartz, Adam 18 1994 Controlled Markov processes with arbitrary numerical criteria. Zbl 0515.90076 Fajnberg, E. A. 17 1982 Berge’s maximum theorem for noncompact image sets. Zbl 1327.49031 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Voorneveld, Mark 16 2014 Constrained Markov decision models with weighted discounted rewards. Zbl 0837.90120 Feinberg, Eugene A.; Shwartz, Adam 14 1995 Non-randomized Markov and semi-Markov strategies in dynamic programming. Zbl 0499.60093 Fajnberg, E. A. 13 1982 Convergence of probability measures and Markov decision models with incomplete information. Zbl 1327.60019 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 13 2014 Fatou’s lemma in its classical form and Lebesgue’s convergence theorems for varying measures with applications to Markov decision processes. Zbl 1480.28005 Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 13 2020 Bicriterion optimization of an \(M/G/1\) queue with a removable server. Zbl 1093.90511 Feinberg, Eugene A.; Kim, Dong J. 12 1996 Optimality of four-threshold policies in inventory systems with customer returns and borrowing/storage options. Zbl 1063.90002 Feinberg, Eugene A.; Lewis, Mark E. 12 2005 Constrained dynamic programming with two discount factors: Applications and an algorithm. Zbl 0957.90127 Feinberg, Eugene A.; Shwartz, Adam 12 1999 Uniform Fatou’s lemma. Zbl 1355.28003 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 12 2016 Total reward criteria. Zbl 1014.90107 Feinberg, Eugene A. 11 2002 Non-randomized policies for constrained Markov decision processes. Zbl 1126.90074 Chen, Richard C.; Feinberg, Eugene A. 11 2007 On homogeneous Markov models with continuous time and finite or countable state space. Zbl 0437.93033 Yushkevich, A. A.; Fajnberg, E. A. 10 1979 Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria. Zbl 1411.90351 Feinberg, Eugene A.; Piunovskiy, Alexey 10 2019 The value iteration algorithm is not strongly polynomial for discounted dynamic programming. Zbl 1408.90307 Feinberg, Eugene A.; Huang, Jefferson 10 2014 Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004 Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 9 2020 Constrained discounted Markov decision processes with Borel state spaces. Zbl 1434.90212 Feinberg, Eugene A.; Jaśkiewicz, Anna; Nowak, Andrzej S. 9 2020 Continuity of minima: local results. Zbl 1321.49030 Feinberg, Eugene A.; Kasyanov, Pavlo O. 9 2015 On essential information in sequential decision processes. Zbl 1080.90083 Feinberg, Eugene A. 8 2005 On the convergence of optimal actions for Markov decision processes and the optimality of \((s,S)\) inventory policies. Zbl 1407.90014 Feinberg, Eugene A.; Lewis, Mark E. 8 2018 On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion. Zbl 1395.62253 Burnaev, E. V.; Feinberg, E. A.; Shiryaev, A. N. 8 2009 Nonatomic total rewards Markov decision processes with multiple criteria. Zbl 1012.90069 Feinberg, Eugene A.; Piunovskiy, Aleksey B. 7 2002 Optimality of trunk reservation for an \(M/M/k/N\) queue with several customer types and holding costs. Zbl 1254.90044 Feinberg, Eugene A.; Yang, Fenghsu 7 2011 The multi-armed bandit, with constraints. Zbl 1274.90470 Denardo, Eric V.; Feinberg, Eugene A.; Rothblum, Uriel G. 7 2013 On the optimality equation for average cost Markov decision processes and its validity for inventory control. Zbl 1506.90269 Feinberg, Eugene A.; Liang, Yan 7 2022 Optimality of randomized trunk reservation for a problem with a single constraint. Zbl 1094.60061 Fan-Orzechowski, X.; Feinberg, E. A. 6 2006 A generalization of ‘expectation equals reciprocal of intensity’ to non- stationary exponential distributions. Zbl 0796.60015 Feinberg, Eugene A. 6 1994 Examples concerning Abel and Cesàro limits. Zbl 1345.40005 Bishop, Christopher J.; Feinberg, Eugene A.; Zhang, Junyu 6 2014 On the reduction of total-cost and average-cost MDPs to discounted mdps. Zbl 1407.90089 Feinberg, Eugene A.; Huang, Jefferson 6 2019 An epsilon-optimal control of a finite Markov chain with an average reward criterion. Zbl 0455.60056 Fajnberg, E. A. 5 1980 Sufficient classes of strategies in discrete dynamic programming. I: Decomposition of randomized strategies and embedded models. Zbl 0641.90086 Fajnberg, E. A. 5 1987 Multiple objective nonatomic Markov decision processes with total reward criteria. Zbl 1056.90135 Feinberg, Eugene A.; Piunovskiy, Aleksey B. 5 2000 On controlled finite state Markov processes with compact control sets. Zbl 0372.60093 Fainberg, E. A. 5 1975 Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs. Zbl 1334.60194 Feinberg, Eugene A.; Yang, Fenghsu 5 2016 Weighted discounted stochastic games with perfect information. Zbl 0967.91006 Altman, Eitan; Feinberg, Eugene A.; Shwartz, Adam 5 2000 On the Dvoretzky-Wald-Wolfowitz theorem on nonrandomized statistical decisions. Zbl 1107.62004 Feinberg, E. A.; Piunovskiy, A. B. 5 2006 An inequality for variances of the discounted rewards. Zbl 1187.60030 Feinberg, Eugene A.; Fei, Jun 5 2009 Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors. Zbl 1501.90004 Feinberg, Eugene A.; Liang, Yan 5 2022 Notes on equivalent stationary policies in Markov decision processes with total rewards. Zbl 0860.90124 Feinberg, Eugene A.; Sonin, Isaac M. 4 1996 Stationary and Markov policies in countable state dynamic programming. Zbl 0541.90092 Fainberg, E. A.; Sonin, I. M. 4 1983 Optimality of randomized trunk reservation for a problem with multiple constraints. Zbl 1121.90034 Fan-Orzechowski, Xiaofei; Feinberg, Eugene A. 4 2007 Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems. Zbl 1286.90162 Feinberg, Eugene A.; Huang, Jefferson 4 2013 Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps. Zbl 1525.90425 Feinberg, Eugene A.; Huang, Jefferson 4 2018 Markov decision processes with incomplete information and semiuniform Feller transition probabilities. Zbl 1498.90245 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 4 2022 Sufficient classes of strategies in discrete dynamic programming. II: Local stationary strategies. Zbl 0657.90096 Fajnberg, E. A. 3 1987 Average cost Markov decision processes with semi-uniform Feller transition probabilities. Zbl 1478.90141 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 3 2021 Optimal switching on and off the entire service capacity of a parallel queue. Zbl 1370.90284 Feinberg, Eugene A.; Zhang, Xiaoxuan 3 2015 Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming. Zbl 1408.90308 Feinberg, Eugene A.; Huang, Jefferson; Scherrer, Bruno 3 2014 On stationary strategies in Borel dynamic programming. Zbl 0761.90097 Feinberg, Eugene A. 3 1992 Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs. Zbl 1504.91003 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 3 2022 Optimal switching policies for \(M/G/1\) queues with two performance criteria. Zbl 0828.90042 Feinberg, Eugene A.; Kim, Dong J. 2 1995 The existence of a stationary \(\varepsilon\)-optimal policy for a finite Markov chain. Zbl 0388.49009 Fainberg, E. A. 2 1978 The existence of a stationary \(\varepsilon\)-optimal policy for a finite Markov chain. Zbl 0421.49017 Fajnberg, E. A. 2 1979 On polynomial cases of the unichain classification problem for Markov decision processes. Zbl 1210.90173 Feinberg, Eugene A.; Yang, Fenghsu 2 2008 Finite state Markov decision models with average reward criteria. Zbl 0787.60085 Feinberg, Eugene A.; Park, Haechurl 2 1994 Constrained discounted semi-Markov decision processes. Zbl 1068.90607 Feinberg, Eugene A. 2 2002 On homogeneous controlled Markov models with continuous time and finite or countable state space. Zbl 0399.93068 Yushkevich, A. A.; Fajnberg, E. A. 2 1979 Generalized pinwheel problem. Zbl 1093.90015 Feinberg, Eugene A.; Curry, Michael T. 2 2005 Persistently nearly optimal strategies in stochastic dynamic programming. Zbl 0576.90095 Fainberg, E. A.; Sonin, I. M. 2 1985 Extension of Lyapunov’s convexity theorem to subranges. Zbl 1277.60008 Dai, Peng; Feinberg, Eugene A. 2 2014 Kolmogorov’s equations for jump Markov processes and their applications to control problems. Zbl 1492.60223 Feinberg, E. A.; Shiryaev, A. N. 2 2022 MDPs with setwise continuous transition probabilities. Zbl 1525.90426 Feinberg, Eugene A.; Kasyanov, Pavlo O. 2 2021 Stochastic monotonicity for stationary recurrence times of first passage heights. Zbl 0883.60082 Denardo, Eric V.; Feinberg, Eugene A.; Kella, Offer 1 1997 Introduction. Zbl 1014.90105 Feinberg, Eugene A.; Shwartz, Adam 1 2002 Über endliche regelbare Markovsche Ketten. Zbl 0358.93049 Fainberg, E. A. 1 1977 Non-randomized strategies in stochastic decision processes. Zbl 0717.90092 Feinberg, Eugene A. 1 1991 Sufficient classes of strategies in controllable countable Markov chains with total criterion. Zbl 0596.60071 Sonin, I. M.; Fajnberg, E. A. 1 1984 Compactness of the space of non-randomized policies in countable-state sequential decision processes. Zbl 1189.93145 Chen, Richard C.; Feinberg, Eugene A. 1 2010 On maximal ranges of vector measures for subsets and purification of transition probabilities. Zbl 1229.60005 Dai, Peng; Feinberg, Eugene A. 1 2011 Optimality conditions for partially observable Markov decision processes. Zbl 1329.90159 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Mikhail Z. 1 2014 On strongly equivalent nonrandomized transition probabilities. Zbl 1232.60008 Feinberg, E. A.; Piunovskiy, A. B. 1 2009 Equivalent conditions for weak continuity of nonlinear filters. Zbl 1516.93265 Feinberg, Eugene A.; Kasyanov, Pavlo O. 1 2023 Epi-convergence of expectation functions under varying measures and integrands. Zbl 1522.90048 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Royset, Johannes O. 1 2023 An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems. Zbl 1525.90405 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 1 2018 Sufficiency of Markov policies for continuous-time jump Markov decision processes. Zbl 1489.90208 Feinberg, Eugene A.; Mandava, Manasa; Shiryaev, Albert N. 1 2022 Kolmogorov’s equations for jump Markov processes with unbounded jump rates. Zbl 1501.60050 Feinberg, Eugene; Mandava, Manasa; Shiryaev, Albert N. 1 2022 Equivalent conditions for weak continuity of nonlinear filters. Zbl 1516.93265 Feinberg, Eugene A.; Kasyanov, Pavlo O. 1 2023 Epi-convergence of expectation functions under varying measures and integrands. Zbl 1522.90048 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Royset, Johannes O. 1 2023 On the optimality equation for average cost Markov decision processes and its validity for inventory control. Zbl 1506.90269 Feinberg, Eugene A.; Liang, Yan 7 2022 Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors. Zbl 1501.90004 Feinberg, Eugene A.; Liang, Yan 5 2022 Markov decision processes with incomplete information and semiuniform Feller transition probabilities. Zbl 1498.90245 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 4 2022 Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs. Zbl 1504.91003 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 3 2022 Kolmogorov’s equations for jump Markov processes and their applications to control problems. Zbl 1492.60223 Feinberg, E. A.; Shiryaev, A. N. 2 2022 Sufficiency of Markov policies for continuous-time jump Markov decision processes. Zbl 1489.90208 Feinberg, Eugene A.; Mandava, Manasa; Shiryaev, Albert N. 1 2022 Kolmogorov’s equations for jump Markov processes with unbounded jump rates. Zbl 1501.60050 Feinberg, Eugene; Mandava, Manasa; Shiryaev, Albert N. 1 2022 Average cost Markov decision processes with semi-uniform Feller transition probabilities. Zbl 1478.90141 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 3 2021 MDPs with setwise continuous transition probabilities. Zbl 1525.90426 Feinberg, Eugene A.; Kasyanov, Pavlo O. 2 2021 Fatou’s lemma in its classical form and Lebesgue’s convergence theorems for varying measures with applications to Markov decision processes. Zbl 1480.28005 Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 13 2020 Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004 Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 9 2020 Constrained discounted Markov decision processes with Borel state spaces. Zbl 1434.90212 Feinberg, Eugene A.; Jaśkiewicz, Anna; Nowak, Andrzej S. 9 2020 Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria. Zbl 1411.90351 Feinberg, Eugene A.; Piunovskiy, Alexey 10 2019 On the reduction of total-cost and average-cost MDPs to discounted mdps. Zbl 1407.90089 Feinberg, Eugene A.; Huang, Jefferson 6 2019 On the convergence of optimal actions for Markov decision processes and the optimality of \((s,S)\) inventory policies. Zbl 1407.90014 Feinberg, Eugene A.; Lewis, Mark E. 8 2018 Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps. Zbl 1525.90425 Feinberg, Eugene A.; Huang, Jefferson 4 2018 An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems. Zbl 1525.90405 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 1 2018 Partially observable total-cost Markov decision processes with weakly continuous transition probabilities. Zbl 1338.90445 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 30 2016 Uniform Fatou’s lemma. Zbl 1355.28003 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 12 2016 Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs. Zbl 1334.60194 Feinberg, Eugene A.; Yang, Fenghsu 5 2016 Continuity of minima: local results. Zbl 1321.49030 Feinberg, Eugene A.; Kasyanov, Pavlo O. 9 2015 Optimal switching on and off the entire service capacity of a parallel queue. Zbl 1370.90284 Feinberg, Eugene A.; Zhang, Xiaoxuan 3 2015 Fatou’s lemma for weakly converging probabilities. Zbl 1328.60009 Feinberg, E. A.; Kasyanov, P. O.; Zadoianchuk, N. V. 33 2014 On solutions of Kolmogorov’s equations for nonhomogeneous jump Markov processes. Zbl 1328.60192 Feinberg, Eugene A.; Mandava, Manasa; Shiryaev, Albert N. 21 2014 Berge’s maximum theorem for noncompact image sets. Zbl 1327.49031 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Voorneveld, Mark 16 2014 Convergence of probability measures and Markov decision models with incomplete information. Zbl 1327.60019 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. 13 2014 The value iteration algorithm is not strongly polynomial for discounted dynamic programming. Zbl 1408.90307 Feinberg, Eugene A.; Huang, Jefferson 10 2014 Examples concerning Abel and Cesàro limits. Zbl 1345.40005 Bishop, Christopher J.; Feinberg, Eugene A.; Zhang, Junyu 6 2014 Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming. Zbl 1408.90308 Feinberg, Eugene A.; Huang, Jefferson; Scherrer, Bruno 3 2014 Extension of Lyapunov’s convexity theorem to subranges. Zbl 1277.60008 Dai, Peng; Feinberg, Eugene A. 2 2014 Optimality conditions for partially observable Markov decision processes. Zbl 1329.90159 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Mikhail Z. 1 2014 Berge’s theorem for noncompact image sets. Zbl 1252.49022 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zadoianchuk, Nina V. 29 2013 The multi-armed bandit, with constraints. Zbl 1274.90470 Denardo, Eric V.; Feinberg, Eugene A.; Rothblum, Uriel G. 7 2013 Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems. Zbl 1286.90162 Feinberg, Eugene A.; Huang, Jefferson 4 2013 Average cost Markov decision processes with weakly continuous transition probabilities. Zbl 1297.90173 Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zadoianchuk, Nina V. 40 2012 Splitting randomized stationary policies in total-reward Markov decision processes. Zbl 1243.90233 Feinberg, Eugene A.; Rothblum, Uriel G. 22 2012 Reduction of discounted continuous-time MDPs with unbounded jump and reward rates to discrete-time total-reward mdps. Zbl 1374.90402 Feinberg, Eugene A. 19 2012 Optimality of trunk reservation for an \(M/M/k/N\) queue with several customer types and holding costs. Zbl 1254.90044 Feinberg, Eugene A.; Yang, Fenghsu 7 2011 On maximal ranges of vector measures for subsets and purification of transition probabilities. Zbl 1229.60005 Dai, Peng; Feinberg, Eugene A. 1 2011 Compactness of the space of non-randomized policies in countable-state sequential decision processes. Zbl 1189.93145 Chen, Richard C.; Feinberg, Eugene A. 1 2010 On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion. Zbl 1395.62253 Burnaev, E. V.; Feinberg, E. A.; Shiryaev, A. N. 8 2009 An inequality for variances of the discounted rewards. Zbl 1187.60030 Feinberg, Eugene A.; Fei, Jun 5 2009 On strongly equivalent nonrandomized transition probabilities. Zbl 1232.60008 Feinberg, E. A.; Piunovskiy, A. B. 1 2009 On polynomial cases of the unichain classification problem for Markov decision processes. Zbl 1210.90173 Feinberg, Eugene A.; Yang, Fenghsu 2 2008 Optimality inequalities for average cost Markov decision processes and the stochastic cash balance problem. Zbl 1341.90142 Feinberg, Eugene A.; Lewis, Mark E. 22 2007 Non-randomized policies for constrained Markov decision processes. Zbl 1126.90074 Chen, Richard C.; Feinberg, Eugene A. 11 2007 Optimality of randomized trunk reservation for a problem with multiple constraints. Zbl 1121.90034 Fan-Orzechowski, Xiaofei; Feinberg, Eugene A. 4 2007 Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings. Zbl 1135.60024 Feinberg, Eugene A.; Shirayaev, Albert N. 19 2006 Optimality of randomized trunk reservation for a problem with a single constraint. Zbl 1094.60061 Fan-Orzechowski, X.; Feinberg, E. A. 6 2006 On the Dvoretzky-Wald-Wolfowitz theorem on nonrandomized statistical decisions. Zbl 1107.62004 Feinberg, E. A.; Piunovskiy, A. B. 5 2006 Optimality of four-threshold policies in inventory systems with customer returns and borrowing/storage options. Zbl 1063.90002 Feinberg, Eugene A.; Lewis, Mark E. 12 2005 On essential information in sequential decision processes. Zbl 1080.90083 Feinberg, Eugene A. 8 2005 Generalized pinwheel problem. Zbl 1093.90015 Feinberg, Eugene A.; Curry, Michael T. 2 2005 Continuous time discounted jump Markov decision processes: a discrete-event approach. Zbl 1082.90126 Feinberg, Eugene A. 41 2004 Handbook of Markov decision processes. Methods and applications. Zbl 0979.90001 Feinberg, Eugene A.; Shwartz, Adam 60 2002 Optimality of \(D\)-policies for an \(M\)/\(G\)/1 queue with a removable server. Zbl 1013.90043 Feinberg, Eugene A.; Kella, Offer 24 2002 Total reward criteria. Zbl 1014.90107 Feinberg, Eugene A. 11 2002 Nonatomic total rewards Markov decision processes with multiple criteria. Zbl 1012.90069 Feinberg, Eugene A.; Piunovskiy, Aleksey B. 7 2002 Constrained discounted semi-Markov decision processes. Zbl 1068.90607 Feinberg, Eugene A. 2 2002 Introduction. Zbl 1014.90105 Feinberg, Eugene A.; Shwartz, Adam 1 2002 Constrained discounted Markov decision processes and Hamiltonian cycles. Zbl 1073.90567 Feinberg, Eugene A. 22 2000 Multiple objective nonatomic Markov decision processes with total reward criteria. Zbl 1056.90135 Feinberg, Eugene A.; Piunovskiy, Aleksey B. 5 2000 Weighted discounted stochastic games with perfect information. Zbl 0967.91006 Altman, Eitan; Feinberg, Eugene A.; Shwartz, Adam 5 2000 Constrained dynamic programming with two discount factors: Applications and an algorithm. Zbl 0957.90127 Feinberg, Eugene A.; Shwartz, Adam 12 1999 Stochastic monotonicity for stationary recurrence times of first passage heights. Zbl 0883.60082 Denardo, Eric V.; Feinberg, Eugene A.; Kella, Offer 1 1997 Constrained discounted dynamic programming. Zbl 0867.90123 Feinberg, Eugene A.; Shwartz, Adam 26 1996 Bicriterion optimization of an \(M/G/1\) queue with a removable server. Zbl 1093.90511 Feinberg, Eugene A.; Kim, Dong J. 12 1996 Notes on equivalent stationary policies in Markov decision processes with total rewards. Zbl 0860.90124 Feinberg, Eugene A.; Sonin, Isaac M. 4 1996 Constrained Markov decision models with weighted discounted rewards. Zbl 0837.90120 Feinberg, Eugene A.; Shwartz, Adam 14 1995 Optimal switching policies for \(M/G/1\) queues with two performance criteria. Zbl 0828.90042 Feinberg, Eugene A.; Kim, Dong J. 2 1995 Constrained semi-Markov decision processes with average rewards. Zbl 0824.90136 Feinberg, Eugene A. 21 1994 Markov decision models with weighted discounted criteria. Zbl 0803.90123 Feinberg, Eugene A.; Shwartz, Adam 18 1994 A generalization of ‘expectation equals reciprocal of intensity’ to non- stationary exponential distributions. Zbl 0796.60015 Feinberg, Eugene A. 6 1994 Finite state Markov decision models with average reward criteria. Zbl 0787.60085 Feinberg, Eugene A.; Park, Haechurl 2 1994 On stationary strategies in Borel dynamic programming. Zbl 0761.90097 Feinberg, Eugene A. 3 1992 Non-randomized strategies in stochastic decision processes. Zbl 0717.90092 Feinberg, Eugene A. 1 1991 Sufficient classes of strategies in discrete dynamic programming. I: Decomposition of randomized strategies and embedded models. Zbl 0641.90086 Fajnberg, E. A. 5 1987 Sufficient classes of strategies in discrete dynamic programming. II: Local stationary strategies. Zbl 0657.90096 Fajnberg, E. A. 3 1987 Persistently nearly optimal strategies in stochastic dynamic programming. Zbl 0576.90095 Fainberg, E. A.; Sonin, I. M. 2 1985 Sufficient classes of strategies in controllable countable Markov chains with total criterion. Zbl 0596.60071 Sonin, I. M.; Fajnberg, E. A. 1 1984 Stationary and Markov policies in countable state dynamic programming. Zbl 0541.90092 Fainberg, E. A.; Sonin, I. M. 4 1983 Controlled Markov processes with arbitrary numerical criteria. Zbl 0515.90076 Fajnberg, E. A. 17 1982 Non-randomized Markov and semi-Markov strategies in dynamic programming. Zbl 0499.60093 Fajnberg, E. A. 13 1982 An epsilon-optimal control of a finite Markov chain with an average reward criterion. Zbl 0455.60056 Fajnberg, E. A. 5 1980 On homogeneous Markov models with continuous time and finite or countable state space. Zbl 0437.93033 Yushkevich, A. A.; Fajnberg, E. A. 10 1979 The existence of a stationary \(\varepsilon\)-optimal policy for a finite Markov chain. Zbl 0421.49017 Fajnberg, E. A. 2 1979 On homogeneous controlled Markov models with continuous time and finite or countable state space. Zbl 0399.93068 Yushkevich, A. A.; Fajnberg, E. A. 2 1979 The existence of a stationary \(\varepsilon\)-optimal policy for a finite Markov chain. Zbl 0388.49009 Fainberg, E. A. 2 1978 Über endliche regelbare Markovsche Ketten. Zbl 0358.93049 Fainberg, E. A. 1 1977 On controlled finite state Markov processes with compact control sets. Zbl 0372.60093 Fainberg, E. A. 5 1975 all cited Publications top 5 cited Publications all top 5 Cited by 594 Authors 54 Feinberg, Eugene Aleksandrovich 36 Guo, Xianping 21 Kasyanov, Pavlo O. 20 Zhang, Yi 19 Piunovskiĭ, Alekseĭ Borisovich 16 Jaśkiewicz, Anna 12 Polunchenko, Aleksey S. 12 Yüksel, Serdar 12 Zgurovsky, Mikhail Z. 9 Dufour, François 9 Hernández-Lerma, Onésimo 7 Chang, Hyeong Soo 7 Filar, Jerzy A. 7 Huang, Yonghui 7 Lee, Ho Woo 7 Nowak, Andrzej S. 7 Nowak, Andrzej S. 7 Prieto-Rumeau, Tomás 7 Yu, Huizhen 6 Guo, Xin 6 Kara, Ali Devran 6 Minjárez-Sosa, Jesus Adolfo 6 Saldi, Naci 6 Xia, Li 6 Zhang, Junyu 5 Boxma, Onno Johan 5 Lewis, Mark E. 5 Liang, Yan 5 Shiryaev, Al’bert Nikolaevich 5 Vega-Amaya, Oscar 4 Hemachandra, Nandyala 4 Ke, Jauchuan 4 Lee, Se Won 4 Li, Junping 4 López-Martínez, Raquiel Rufino 4 Luque-Vásquez, Fernando 4 Mondal, Prasenjit 4 Su, Yan 4 Wei, Qingda 4 Wu, Xiao 4 Yang, Dong-Yuh 3 Avrachenkov, Konstantin Evgen’evich 3 Baek, Jung Woo 3 Bekker, René 3 Bertsekas, Dimitri Panteli 3 Borkar, Vivek Shripad 3 Cheon, Sahng Hoon 3 Eshragh, Ali 3 Gaitsgory, Vladimir G. 3 Ghosh, Mrinal Kanti 3 González-Hernández, Juan 3 Huang, Jefferson 3 Huang, Xiangxiang 3 Jasso-Fuentes, Héctor 3 Lian, Zhaotong 3 Ma, Qingyin 3 Mandava, Manasa 3 Marraffa, Valeria 3 Pestien, Victor C. 3 Ruszczyński, Andrzej 3 Sokolov, Grigory 3 Stachurski, John 3 Tartakovsky, Alexander G. 3 Ye, Liuer 3 Zhu, Quanxin 2 Arruda, Edilson F. 2 Başar, Tamer 2 Bäuerle, Nicole 2 Buchholz, Peter 2 Çavuş, Özlem 2 Chu, Yunn-Kuang 2 Costa, Oswaldo Luiz V. 2 Dai, Peng 2 Di Piazza, Luisa 2 Du, Wenyu 2 Etessami, Kousha 2 Ezhov, Vladimir Vladimirovich 2 Fan-Orzechowski, Xiaofei 2 Fan, Jingnan 2 Federgruen, Awi 2 Fei, Jun 2 Fragoso, Marcelo Dutra 2 Hashorva, Enkelejd 2 Hill, Theodore Preston 2 Hou, Yumei 2 Huo, Hai-Feng 2 Jeon, Jongwoo 2 Johansen, Adam M. 2 Jonsson, Adam Lars 2 Jungers, Raphaël M. 2 Kalinowski, Thomas 2 Kárný, Miroslav 2 Katehakis, Michael N. 2 Kavitha, Veeraruna 2 Kella, Offer 2 Le Van, Cuong 2 Li, Kexuan 2 Li, Yuan 2 Liao, Zhongwei 2 Liu, Ke ...and 494 more Authors all top 5 Cited in 128 Serials 28 Operations Research Letters 26 Journal of Mathematical Analysis and Applications 24 SIAM Journal on Control and Optimization 24 Annals of Operations Research 19 Mathematics of Operations Research 19 European Journal of Operational Research 18 Mathematical Methods of Operations Research 16 Automatica 16 Probability in the Engineering and Informational Sciences 11 Stochastic Processes and their Applications 10 Theory of Probability and its Applications 10 Applied Mathematics and Optimization 10 Journal of Applied Probability 8 Naval Research Logistics 8 Stochastic Analysis and Applications 7 Advances in Applied Probability 6 Journal of Optimization Theory and Applications 6 Queueing Systems 6 Discrete Event Dynamic Systems 5 Sequential Analysis 5 Top 5 Stochastic Models 4 Computers & Operations Research 4 The Annals of Applied Probability 4 Applied Mathematical Modelling 3 Artificial Intelligence 3 Journal of Economic Theory 3 Operations Research 3 Systems & Control Letters 3 Optimization 3 Communications in Statistics. 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Series B (English Edition) 1 Calculus of Variations and Partial Differential Equations 1 Mathematical Methods of Statistics 1 Statistical Papers 1 Georgian Mathematical Journal 1 Economic Theory 1 Filomat 1 Journal of Convex Analysis ...and 28 more Serials all top 5 Cited in 27 Fields 314 Operations research, mathematical programming (90-XX) 170 Probability theory and stochastic processes (60-XX) 88 Systems theory; control (93-XX) 75 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Calculus of variations and optimal control; optimization (49-XX) 28 Computer science (68-XX) 25 Statistics (62-XX) 17 Measure and integration (28-XX) 11 Combinatorics (05-XX) 9 Biology and other natural sciences (92-XX) 7 Partial differential equations (35-XX) 7 Numerical analysis (65-XX) 6 Functional analysis (46-XX) 5 Operator theory (47-XX) 5 General topology (54-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Real functions (26-XX) 3 Ordinary differential equations (34-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Quantum theory (81-XX) 2 Sequences, series, summability (40-XX) 1 Category theory; homological algebra (18-XX) 1 Special functions (33-XX) 1 Geometry (51-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) Citations by Year