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Feinberg, Eugene Aleksandrovich

Author ID: feinberg.eugene-a Recent zbMATH articles by "Feinberg, Eugene Aleksandrovich"
Published as: Feinberg, Eugene A.; Fajnberg, E. A.; Feinberg, E. A.; Fainberg, E. A.; Feinberg, Eugene
Homepage: http://www.ams.sunysb.edu/~feinberg/
External Links: MGP · Math-Net.Ru

Publications by Year

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
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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
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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. Theory and Methods
3 Mathematical Programming. Series A. Series B
3 Dynamic Games and Applications
2 Communications in Mathematical Physics
2 Journal of the Franklin Institute
2 Econometrica
2 Journal of Mathematical Economics
2 Kybernetika
2 Proceedings of the American Mathematical Society
2 Acta Applicandae Mathematicae
2 Information and Computation
2 Journal of Economic Dynamics & Control
2 Journal of Theoretical Probability
2 Machine Learning
2 Journal of Global Optimization
2 Automation and Remote Control
2 Communications in Statistics. Simulation and Computation
2 ZOR. Zeitschrift für Operations Research
2 SIAM Journal on Optimization
2 Cybernetics and Systems Analysis
2 Journal of Mathematical Sciences (New York)
2 International Transactions in Operational Research
2 Discrete Dynamics in Nature and Society
2 Methodology and Computing in Applied Probability
2 Applied Stochastic Models in Business and Industry
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Machine Learning Research (JMLR)
2 Set-Valued and Variational Analysis
2 Probability Surveys
2 Journal of Dynamics and Games
1 Acta Informatica
1 Archive for Rational Mechanics and Analysis
1 Discrete Applied Mathematics
1 International Journal of Control
1 Journal of Applied Mathematics and Mechanics
1 Letters in Mathematical Physics
1 Moscow University Mathematics Bulletin
1 Annals of the Institute of Statistical Mathematics
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 Information Sciences
1 International Journal of Game Theory
1 Journal of Computational and Applied Mathematics
1 Journal of Computer and System Sciences
1 Journal of Functional Analysis
1 Journal of Pure and Applied Algebra
1 Theoretical Computer Science
1 Optimal Control Applications & Methods
1 OR Spektrum
1 Journal of Information & Optimization Sciences
1 Mathematical Social Sciences
1 Acta Mathematicae Applicatae Sinica. English Series
1 Probability Theory and Related Fields
1 Asia-Pacific Journal of Operational Research
1 Applied Mathematics Letters
1 Multidimensional Systems and Signal Processing
1 Random Structures & Algorithms
1 International Journal of Information and Management Sciences
1 Games and Economic Behavior
1 SIAM Journal on Applied Mathematics
1 SIAM Journal on Mathematical Analysis
1 Applied Mathematics. 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

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