Eugene A. Feinberg

73 papers A 1C 1Journal 51Unranked 20
YearRankTypeTitle / Venue / Authors
2025 J jnl
Continuity of Filters for Discrete-Time Control Problems Defined by Explicit Equations.
SIAM J. Control. Optim.
Eugene A. Feinberg, Sayaka Ishizawa, Pavlo O. Kasyanov, David N. Kraemer
2024 — conf
Sufficient Conditions for Solving Statistical Filtering Problems by Dynamic Programming.
CDC
Eugene A. Feinberg, Sayaka Ishizawa, Pavlo O. Kasyanov, David N. Kraemer
2023 J jnl
Equivalent conditions for weak continuity of nonlinear filters.
Syst. Control. Lett.
Eugene A. Feinberg, Pavlo O. Kasyanov
2022 J jnl
CVaR Optimization for MDPs: Existence and Computation of Optimal Policies.
SIGMETRICS Perform. Evaluation Rev.
Rui Ding, Eugene A. Feinberg
2022 J jnl
Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs.
Ann. Oper. Res.
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
2022 J jnl
Kolmogorov's equations for jump Markov processes with unbounded jump rates.
Ann. Oper. Res.
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
2022 J jnl
Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities.
SIAM J. Control. Optim.
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
2022 J jnl
On the optimality equation for average cost Markov decision processes and its validity for inventory control.
Ann. Oper. Res.
Eugene A. Feinberg, Yan Liang
2022 J jnl
Probability methods in business and industry in honor of Benjamin Avi-Itzhak and Matthew J. Sobel.
Ann. Oper. Res.
Eugene A. Feinberg, Michael N. Katehakis, Floske Spieksma
2022 J jnl
Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors.
Ann. Oper. Res.
Eugene A. Feinberg, Yan Liang
2022 J jnl
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes.
Math. Oper. Res.
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
2021 — conf
A Class of Solvable Markov Decision Models with Incomplete Information.
CDC
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
2021 J jnl
MDPs with setwise continuous transition probabilities.
Oper. Res. Lett.
Eugene A. Feinberg, Pavlo O. Kasyanov
2020 J jnl
Complexity bounds for approximately solving discounted MDPs by value iterations.
Oper. Res. Lett.
Eugene A. Feinberg, Gaojin He
2020 J jnl
Constrained discounted Markov decision processes with Borel state spaces.
Autom.
Eugene A. Feinberg, Anna Jaskiewicz, Andrzej S. Nowak
2019 J jnl
Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria.
SIAM J. Control. Optim.
Eugene A. Feinberg, Alexey B. Piunovskiy
2018 J jnl
An example showing that A-lower semi-continuity is essential for minimax continuity theorems.
Oper. Res. Lett.
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
2018 J jnl
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs.
Oper. Res. Lett.
Eugene A. Feinberg, Jefferson Huang
2017 — conf
On the average-cost optimality equations and convergence of discounted-cost relative value functions for inventory control problems with quasiconvex cost functions.
CDC
Eugene A. Feinberg, Yan Liang
2017 J jnl
Strongly Polynomial Algorithms for Transient and Average-Cost MDPs.
SIGMETRICS Perform. Evaluation Rev.
Eugene A. Feinberg, Jefferson Huang
2016 J jnl
Optimal pricing for a GI/M/k/N queue with several customer types and holding costs.
Queueing Syst. Theory Appl.
Eugene A. Feinberg, Fenghsu Yang
2016 J jnl
Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities.
Math. Oper. Res.
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
2016 J jnl
Structure of Optimal Solutions to Periodic-Review Total-Cost Stochastic Inventory Control Problems.
SIGMETRICS Perform. Evaluation Rev.
Eugene A. Feinberg, Yan Liang
2014 — conf
Convergence of value iterations for total-cost MDPs and POMDPs with general state and action sets.
ADPRL
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
2014 J jnl
Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming.
Oper. Res. Lett.
Eugene A. Feinberg, Jefferson Huang, Bruno Scherrer
2014 J jnl
Optimizing cloud utilization via switching decisions.
SIGMETRICS Perform. Evaluation Rev.
Eugene A. Feinberg, Xiaoxuan Zhang
2014 J jnl
The value iteration algorithm is not strongly polynomial for discounted dynamic programming.
Oper. Res. Lett.
Eugene A. Feinberg, Jefferson Huang
2013 J jnl
Dynamic price optimization for an M/M/k/N queue with several customer types.
SIGMETRICS Perform. Evaluation Rev.
Eugene A. Feinberg, Fenghsu Yang
2013 — conf
Optimality conditions for total-cost Partially Observable Markov Decision Processes.
CDC
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
2013 J jnl
Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems.
Oper. Res. Lett.
Eugene A. Feinberg, Jefferson Huang
2013 — conf
Sufficiency of Markov policies for continuous-time Markov decision processes and solutions to Kolmogorov's forward equation for jump Markov processes.
CDC
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
2013 J jnl
The Value Iteration Algorithm is Not Strongly Polynomial for Discounted Dynamic Programming.
CoRR
Eugene A. Feinberg, Jefferson Huang
2013 J jnl
The multi-armed bandit, with constraints.
Ann. Oper. Res.
Eric V. Denardo, Eugene A. Feinberg, Uriel G. Rothblum
2013 J jnl
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times.
Ann. Oper. Res.
Jun Fei, Eugene A. Feinberg
2013 — conf
Voltage and reactive power control using approximate stochastic annealing.
CDC
Eugene A. Feinberg, Jiaqiao Hu, Eting Yuan
2012 J jnl
Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities.
Math. Oper. Res.
Eugene A. Feinberg, Pavlo O. Kasyanov, Nina V. Zadoianchuk
2012 J jnl
Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes.
Math. Oper. Res.
Eugene A. Feinberg, Uriel G. Rothblum
2012 J jnl
Splitting in a finite Markov decision problem.
SIGMETRICS Perform. Evaluation Rev.
Eric V. Denardo, Eugene A. Feinberg, Uriel G. Rothblum
2012 J jnl
The multi-armed bandit, with constraints.
SIGMETRICS Perform. Evaluation Rev.
Eric V. Denardo, Eugene A. Feinberg, Uriel G. Rothblum
2011 — conf
A rolling horizon approach to distribution feeder reconfiguration with switching costs.
SmartGridComm
Eugene A. Feinberg, Jiaqiao Hu, Kan Huang
2011 — conf
Switching on and off the full capacity of an M/M/∞ queue.
CDC/ECC
Eugene A. Feinberg, Xiaoxuan Zhang
2010 J jnl
Compactness of the space of non-randomized policies in countable-state sequential decision processes.
Math. Methods Oper. Res.
Richard C. Chen, Eugene A. Feinberg
2010 — conf
Optimal admission to an M/M/k/N queue with several customer types and holding costs.
CDC
Eugene A. Feinberg, Fenghsu Yang
2009 — conf
Adaptive computation of optimal nonrandomized policies in constrained average-reward MDPs.
ADPRL
Eugene A. Feinberg
2008 — conf
On occupation measures for total-reward MDPs.
CDC
Eric V. Denardo, Eugene A. Feinberg, Uriel G. Rothblum
2008 J jnl
On polynomial cases of the unichain classification problem for Markov Decision Processes.
Oper. Res. Lett.
Eugene A. Feinberg, Fenghsu Yang
2008 — conf
Polynomial classification algorithms for Markov decision processes.
CDC
Eugene A. Feinberg, Fenghsu Yang
2007 J jnl
Buffer Insertion for Bridges and Optimal Buffer Sizing for Communication Sub-System of Systems-on-Chip
CoRR
Sankalp S. Kallakuri, Alex Doboli, Eugene A. Feinberg
2007 J jnl
Non-randomized policies for constrained Markov decision processes.
Math. Methods Oper. Res.
Richard C. Chen, Eugene A. Feinberg
2007 J jnl
Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem.
Math. Oper. Res.
Eugene A. Feinberg, Mark E. Lewis
2006 C conf
Non-randomized control of constrained Markov decision processes.
ACC
Richard C. Chen, Eugene A. Feinberg
2005 — conf
A continuous time markov decision process based on-chip buffer allocation methodology.
ACM Great Lakes Symposium on VLSI
Sankalp Kallakuri, Nattawut Thepayasuwan, Alex Doboli, Eugene A. Feinberg
2005 A conf
Buffer Insertion for Bridges and Optimal Buffer Sizing for Communication Sub-System of Systems-on-Chip.
DATE
Sankalp Kallakuri, Alex Doboli, Eugene A. Feinberg
2005 J jnl
Generalized Pinwheel Problem.
Math. Methods Oper. Res.
Eugene A. Feinberg, Michael T. Curry
2005 — conf
On State Space Reduction in Sequential Decision Processes.
CDC/ECC
Eugene A. Feinberg
2005 J jnl
On essential information in sequential decision processes.
Math. Methods Oper. Res.
Eugene A. Feinberg
2005 — conf
Optimal Admission Control for a Markovian Queue Under the Quality of Service Constraint.
CDC/ECC
Xiaofei Fan-Orzechowski, Eugene A. Feinberg
2004 J jnl
Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach.
Math. Oper. Res.
Eugene A. Feinberg
2004 — conf
Optimality inequalities for average cost MDPs and their inventory control applications.
CDC
Eugene A. Feinberg, Mark E. Lewis
2003 — conf
Online scheduling: generalized pinwheel problem.
CDC
Eugene A. Feinberg, Michael T. Curry
2002 — conf
Optimal control of average reward constrained continuous-time finite Markov decision processes.
CDC
Eugene A. Feinberg
2002 J jnl
Optimality of D-Policies for an M/G/1 Queue with a Removable Server.
Queueing Syst. Theory Appl.
Eugene A. Feinberg, Offer Kella
2000 J jnl
A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets.
Math. Oper. Res.
Rolando Cavazos-Cadena, Eugene A. Feinberg, Raúl Montes-de-Oca
2000 J jnl
Constrained Discounted Markov Decision Processes and Hamiltonian Cycles.
Math. Oper. Res.
Eugene A. Feinberg
2000 — conf
Nonatomic total rewards Markov decision processes with multiple criteria.
CDC
Eugene A. Feinberg, Alexei B. Piunovskiy
1999 J jnl
Constrained dynamic programming with two discount factors: applications and an algorithm.
IEEE Trans. Autom. Control.
Eugene A. Feinberg, Adam Shwartz
1996 J jnl
Constrained Discounted Dynamic Programming.
Math. Oper. Res.
Eugene A. Feinberg, Adam Shwartz
1996 J jnl
Notes on equivalent stationary policies in Markov decision processes with total rewards.
Math. Methods Oper. Res.
Eugene A. Feinberg, Isaac Sonin
1995 J jnl
Constrained Markov Decision Models with Weighted Discounted Rewards.
Math. Oper. Res.
Eugene A. Feinberg, Adam Shwartz
1994 J jnl
Constrained Semi-Markov decision processes with average rewards.
Math. Methods Oper. Res.
Eugene A. Feinberg
1994 J jnl
Markov Decision Models with Weighted Discounted Criteria.
Math. Oper. Res.
Eugene A. Feinberg, Adam Shwartz
1992 J jnl
On Stationary Strategies in Borel Dynamic Programming.
Math. Oper. Res.
Eugene A. Feinberg
1991 J jnl
Non-randomized strategies in stochastic decision processes.
Ann. Oper. Res.
Eugene A. Feinberg