Eugene A. Feinberg

发表

Compactness of the space of non-randomized policies in countable-state sequential decision processes

Richard C. Chen, Eugene A. Feinberg, E. Feinberg, 2010, Math. Methods Oper. Res..

Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

Eugene A. Feinberg, Pavlo O. Kasyanov, Nina V. Zadoianchuk, 2012, Math. Oper. Res..

Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs

Eugene A. Feinberg, Jefferson Huang, 2018, Oper. Res. Lett..

Smard Grid Software Applications for Distribution Network Load Forecasting

Eugene A. Feinberg, Jun Fei, Janos Hajagos, 2011 .

Sensor resource management for an airborne early warning radar

Michael A. Bender, Eugene A. Feinberg, Michael T. Curry, 2002, SPIE Defense + Commercial Sensing.

Adaptive computation of optimal nonrandomized policies in constrained average-reward MDPs

Eugene A. Feinberg, E. Feinberg, 2009, 2009 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning.

On essential information in sequential decision processes

Eugene A. Feinberg, E. Feinberg, 2005, Math. Methods Oper. Res..

A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets

Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Eugene A. Feinberg, 2000, Math. Oper. Res..

Optimality Conditions for Partially Observable Markov Decision Processes

Eugene A. Feinberg, Pavlo O. Kasyanov, Mikhail Z. Zgurovsky, 2014 .

Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems

Eugene A. Feinberg, Jefferson Huang, 2013, Oper. Res. Lett..

Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times

Eugene A. Feinberg, Jun Fei, 2013, Ann. Oper. Res..

On polynomial cases of the unichain classification problem for Markov Decision Processes

Eugene A. Feinberg, Fenghsu Yang, E. Feinberg, 2008, Oper. Res. Lett..

Structure of Optimal Solutions to Periodic-Review Total-Cost Stochastic Inventory Control Problems

Yan Liang, Eugene A. Feinberg, E. Feinberg, 2016, PERV.

Non-randomized strategies in stochastic decision processes

Eugene A. Feinberg, E. Feinberg, 1991, Ann. Oper. Res..

Constrained discounted Markov decision processes with Borel state spaces

Eugene A. Feinberg, Andrzej S. Nowak, Anna Ja'skiewicz, 2018, Autom..

On measurability and representation of strategic measures in Markov decision processes

Eugene A. Feinberg, E. Feinberg, 1996 .

Non-randomized policies for constrained Markov decision processes

Richard C. Chen, Eugene A. Feinberg, 2007, Math. Methods Oper. Res..

Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2014, Math. Oper. Res..

Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints

Eugene A. Feinberg, E. Feinberg, 2008 .

Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes

Uriel G. Rothblum, Eugene A. Feinberg, U. Rothblum, 2012, Math. Oper. Res..

An example showing that A-lower semi-continuity is essential for minimax continuity theorems

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2018, Oper. Res. Lett..

On the average-cost optimality equations and convergence of discounted-cost relative value functions for inventory control problems with quasiconvex cost functions

Yan Liang, Eugene A. Feinberg, 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC).

On Stationary Strategies in Borel Dynamic Programming

Eugene A. Feinberg, E. Feinberg, 1992, Math. Oper. Res..

A rolling horizon approach to distribution feeder reconfiguration with switching costs

Jiaqiao Hu, Eugene A. Feinberg, Kan Huang, 2011, 2011 IEEE International Conference on Smart Grid Communications (SmartGridComm).

Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria

Eugene A. Feinberg, Alexei B. Piunovskiy, E. Feinberg, 2018, SIAM J. Control. Optim..

Optimality of D-Policies for an M/G/1 Queue with a Removable Server

Offer Kella, Eugene A. Feinberg, E. Feinberg, 2002, Queueing Syst. Theory Appl..

The multi-armed bandit, with constraints

Uriel G. Rothblum, Eugene A. Feinberg, Eric V. Denardo, 2013, Ann. Oper. Res..

Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach

Eugene A. Feinberg, E. Feinberg, 2004, Math. Oper. Res..

Total Reward Criteria

Eugene A. Feinberg, E. Feinberg, 2002 .

On occupation measures for total-reward MDPs

Uriel G. Rothblum, Eugene A. Feinberg, Eric V. Denardo, 2008, 2008 47th IEEE Conference on Decision and Control.

Strongly Polynomial Algorithms for Transient and Average-Cost MDPs

Eugene A. Feinberg, Jefferson Huang, E. Feinberg, 2017, SIGMETRICS Perform. Evaluation Rev..

Handbook of Markov Decision Processes

Eugene A. Feinberg, Adam Shwartz, A. Shwartz, 2002 .

Online scheduling: generalized pinwheel problem

Eugene A. Feinberg, M. T. Curry, 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

Constrained dynamic programming with two discount factors: applications and an algorithm

Eugene A. Feinberg, Adam Shwartz, A. Shwartz, 1999, IEEE Trans. Autom. Control..

Optimal admission to an M/M/k/N queue with several customer types and holding costs

Eugene A. Feinberg, Fenghsu Yang, 2010, 49th IEEE Conference on Decision and Control (CDC).

A stochastic search algorithm for voltage and reactive power control with switching costs and ZIP load model

Jiaqiao Hu, Eugene A. Feinberg, Eting Yuan, 2016 .

Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming

Bruno Scherrer, Eugene A. Feinberg, Jefferson Huang, 2014, Oper. Res. Lett..

Splitting in a finite Markov decision problem

Uriel G. Rothblum, Eugene A. Feinberg, Eric V. Denardo, 2012, PERV.

Optimal pricing for a GI/M/k/N queue with several customer types and holding costs

Eugene A. Feinberg, Fenghsu Yang, 2016, Queueing Syst. Theory Appl..

Constrained Discounted Semi-Markov Decision Processes

Eugene A. Feinberg, E. Feinberg, 2002 .

Optimizing cloud utilization via switching decisions

Eugene A. Feinberg, Xiaoxuan Zhang, E. Feinberg, 2014, PERV.

Buffer insertion for bridges and optimal buffer sizing for communication sub-system of systems-on-chip

Alex Doboli, Eugene A. Feinberg, Sankalp S. Kallakuri, 2005, Design, Automation and Test in Europe.

Operating a Cloud: Optimal Switching of a Parallel Queue

Eugene A. Feinberg, Xiaoxuan Zhang, 2013 .

A continuous time markov decision process based on-chip buffer allocation methodology

Alex Doboli, Eugene A. Feinberg, Nattawut Thepayasuwan, 2005, GLSVLSI '05.

Markov Decision Models with Weighted Discounted Criteria

Eugene A. Feinberg, Adam Shwartz, A. Shwartz, 1994, Math. Oper. Res..

Dynamic price optimization for an M/M/k/N queue with several customer types

Eugene A. Feinberg, Fenghsu Yang, 2014, PERV.

The value iteration algorithm is not strongly polynomial for discounted dynamic programming

Eugene A. Feinberg, Jefferson Huang, E. Feinberg, 2013, Oper. Res. Lett..

Sufficiency of Markov policies for continuous-time Markov decision processes and solutions to Kolmogorov's forward equation for jump Markov processes

Eugene A. Feinberg, Albert N. Shiryaev, Manasa Mandava, 2013, 52nd IEEE Conference on Decision and Control.

Optimality conditions for total-cost Partially Observable Markov Decision Processes

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2013, 52nd IEEE Conference on Decision and Control.

The multi-armed bandit, with constraints

Uriel G. Rothblum, Eugene A. Feinberg, Eric V. Denardo, 2012, PERV.

Optimal Switching Policies for M/G/1 Queues with Two Performance Criteria

Eugene A. Feinberg, Dong J. Kim, 1995 .

Polynomial classification algorithms for Markov decision processes

Eugene A. Feinberg, Fenghsu Yang, E. Feinberg, 2008, 2008 47th IEEE Conference on Decision and Control.

Voltage and reactive power control using approximate stochastic annealing

Jiaqiao Hu, Eugene A. Feinberg, Eting Yuan, 2013, 52nd IEEE Conference on Decision and Control.

Constrained Semi-Markov decision processes with average rewards

Eugene A. Feinberg, E. Feinberg, 1994, Math. Methods Oper. Res..

Constrained Discounted Dynamic Programming

Eugene A. Feinberg, Adam Shwartz, A. Shwartz, 1996, Math. Oper. Res..

Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes

Eugene A. Feinberg, Albert N. Shiryaev, Manasa Mandava, 2020 .

Constrained Markov Decision Models with Weighted Discounted Rewards

Eugene A. Feinberg, Adam Shwartz, A. Shwartz, 1995, Math. Oper. Res..

Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem

Eugene A. Feinberg, Mark E. Lewis, E. Feinberg, 2007, Math. Oper. Res..

Notes on equivalent stationary policies in Markov decision processes with total rewards

Eugene A. Feinberg, Isaac Sonin, E. Feinberg, 1996, Math. Methods Oper. Res..

Complexity bounds for approximately solving discounted MDPs by value iterations

Eugene A. Feinberg, Gaojin He, E. Feinberg, 2020, Oper. Res. Lett..

Switching on and off the full capacity of an M/M/∞ queue

Eugene A. Feinberg, Xiaoxuan Zhang, E. Feinberg, 2011, IEEE Conference on Decision and Control and European Control Conference.

Continuity of Discounted Values for Setup-Cost Inventory Control

Eugene A. Feinberg, David N. Kraemer, E. Feinberg, 2022 .

Continuity of Parametric Optima for Possibly Discontinuous Functions and Noncompact Decision Sets

Eugene A. Feinberg, Pavlo O. Kasyanov, David N. Kraemer, 2021, 2109.06299.

Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems

Eugene A. Feinberg, Albert N. Shiryaev, A. Shiryaev, 2021, Theory of Probability & Its Applications.

MDPs with setwise continuous transition probabilities

Eugene A. Feinberg, Pavlo O. Kasyanov, 2021, Oper. Res. Lett..

Semi-Uniform Feller Stochastic Kernels

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2021 .

Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2021, Modern Trends in Controlled Stochastic Processes:.

Markov Decision Processes with Incomplete Information and Semi-Uniform Feller Transition Probabilities

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2021 .

On solutions of Kolmogorovʼs equations for nonhomogeneous jump Markov processes

Eugene A. Feinberg, Albert N. Shiryaev, Manasa Mandava, 2014 .

STATISTICAL LOAD MODELING

Eugene A. Feinberg, Dora Genethliou, 2002 .

On Continuity of Transition Probabilities in Belief MDPs with General State and Action Spaces

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2019 .

Journal of Applied Probability 31, 262-267, 1994

Eugene A. Feinberg, 1994 .

Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition

Eugene A. Feinberg, Pavlo O. Kasyanov, Yan Liang, 2018, Theory of Probability & Its Applications.

On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions

Eugene A. Feinberg, Alexey Piunovskiy, E. Feinberg, 2006 .

Uniform Fatou's Lemma

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2015, 1504.01796.

Convergence of probability measures and Markov decision models with incomplete information

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2014, 1407.1029.

ON ASYMPTOTIC OPTIMALITY OF THE SECOND ORDER IN THE MINIMAX QUICKEST DETECTION PROBLEM OF DRIFT CHANGE FOR BROWNIAN MOTION

Eugene A. Feinberg, Albert Nikolaevich Shiryaev, A. Shiryaev, 2009 .

LOAD POCKET MODELING

Eugene A. Feinberg, Dora Genethliou, 2002 .

A GENERALIZATION OF 'EXPECTATION EQUALS RECIPROCAL OF INTENSITY' TO NON-STATIONARY EXPONENTIAL DISTRIBUTIONS

Eugene A. Feinberg, 1994 .

OPTIMAL SWITCHING ON AND OFF THE ENTIRE SERVICE CAPACITY OF A PARALLEL QUEUE

Eugene A. Feinberg, Xiaoxuan Zhang, E. Feinberg, 2013, Probability in the Engineering and Informational Sciences.

Stochastic monotonicity for stationary recurrence times of first passage heights

Offer Kella, Eugene A. Feinberg, Eric V. Denardo, 1997 .

Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs

Michael Z. Zgurovsky, Eugene A. Feinberg, Pavlo O. Kasyanov, 2016, Annals of Operations Research.

OPTIMALITY OF RANDOMIZED TRUNK RESERVATION FOR A PROBLEM WITH MULTIPLE CONSTRAINTS

Eugene A. Feinberg, E. Feinberg, Xiaofei Fan-Orzechowski, 2007, Probability in the Engineering and Informational Sciences.

Chapter 12 LOAD FORECASTING

Eugene A. Feinberg, E. Feinberg, 2004 .

Kolmogorov’s equations for jump Markov processes with unbounded jump rates

Eugene A. Feinberg, Albert N. Shiryaev, Manasa Mandava, 2016, Annals of Operations Research.