Eugene A. Feinberg

Publication Activity (10 Years)

Years Active: 1991-2023
Publications (10 Years): 21

Top Topics

Markov Decision Processes

Top Venues

Oper. Res. Lett.

Ann. Oper. Res.

SIGMETRICS Perform. Evaluation Rev.

Publications

Eugene A. Feinberg, Pavlo O. Kasyanov
Equivalent conditions for weak continuity of nonlinear filters. Syst. Control. Lett. 173 (2023)
Eugene A. Feinberg, Yan Liang
Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors. Ann. Oper. Res. 317 (1) (2022)
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities. SIAM J. Control. Optim. 60 (4) (2022)
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes. Math. Oper. Res. 47 (2) (2022)
Rui Ding, Eugene A. Feinberg
CVaR Optimization for MDPs: Existence and Computation of Optimal Policies. SIGMETRICS Perform. Evaluation Rev. 50 (2) (2022)
Eugene A. Feinberg, Yan Liang
On the optimality equation for average cost Markov decision processes and its validity for inventory control. Ann. Oper. Res. 317 (2) (2022)
Eugene A. Feinberg, Michael N. Katehakis, Floske Spieksma
Probability methods in business and industry in honor of Benjamin Avi-Itzhak and Matthew J. Sobel. Ann. Oper. Res. 317 (1) (2022)
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
Kolmogorov's equations for jump Markov processes with unbounded jump rates. Ann. Oper. Res. 317 (2) (2022)
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs. Ann. Oper. Res. 317 (2) (2022)
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
A Class of Solvable Markov Decision Models with Incomplete Information. CDC (2021)
Eugene A. Feinberg, Pavlo O. Kasyanov
MDPs with setwise continuous transition probabilities. Oper. Res. Lett. 49 (5) (2021)
Eugene A. Feinberg, Anna Jaskiewicz, Andrzej S. Nowak
Constrained discounted Markov decision processes with Borel state spaces. Autom. 111 (2020)
Eugene A. Feinberg, Gaojin He
Complexity bounds for approximately solving discounted MDPs by value iterations. Oper. Res. Lett. 48 (5) (2020)
Eugene A. Feinberg, Alexey B. Piunovskiy
Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria. SIAM J. Control. Optim. 57 (1) (2019)
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
An example showing that A-lower semi-continuity is essential for minimax continuity theorems. Oper. Res. Lett. 46 (4) (2018)
Eugene A. Feinberg, Jefferson Huang
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs. Oper. Res. Lett. 46 (2) (2018)
Eugene A. Feinberg, Yan Liang
On the average-cost optimality equations and convergence of discounted-cost relative value functions for inventory control problems with quasiconvex cost functions. CDC (2017)
Eugene A. Feinberg, Jefferson Huang
Strongly Polynomial Algorithms for Transient and Average-Cost MDPs. SIGMETRICS Perform. Evaluation Rev. 45 (2) (2017)
Eugene A. Feinberg, Fenghsu Yang
Optimal pricing for a GI/M/k/N queue with several customer types and holding costs. Queueing Syst. Theory Appl. 82 (1-2) (2016)
Eugene A. Feinberg, Yan Liang
Structure of Optimal Solutions to Periodic-Review Total-Cost Stochastic Inventory Control Problems. SIGMETRICS Perform. Evaluation Rev. 44 (2) (2016)
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities. Math. Oper. Res. 41 (2) (2016)
Eugene A. Feinberg, Jefferson Huang, Bruno Scherrer
Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming. Oper. Res. Lett. 42 (6-7) (2014)
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
Convergence of value iterations for total-cost MDPs and POMDPs with general state and action sets. ADPRL (2014)
Eugene A. Feinberg, Jefferson Huang
The value iteration algorithm is not strongly polynomial for discounted dynamic programming. Oper. Res. Lett. 42 (2) (2014)
Eugene A. Feinberg, Xiaoxuan Zhang
Optimizing cloud utilization via switching decisions. SIGMETRICS Perform. Evaluation Rev. 41 (4) (2014)
Eugene A. Feinberg, Jiaqiao Hu, Eting Yuan
Voltage and reactive power control using approximate stochastic annealing. CDC (2013)
Eric V. Denardo, Eugene A. Feinberg, Uriel G. Rothblum
The multi-armed bandit, with constraints. Ann. Oper. Res. 208 (1) (2013)
Eugene A. Feinberg, Jefferson Huang
Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems. Oper. Res. Lett. 41 (3) (2013)
Jun Fei, Eugene A. Feinberg
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times. Ann. Oper. Res. 208 (1) (2013)
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
Optimality conditions for total-cost Partially Observable Markov Decision Processes. CDC (2013)
Eugene A. Feinberg, Jefferson Huang
The Value Iteration Algorithm is Not Strongly Polynomial for Discounted Dynamic Programming. CoRR (2013)
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
Sufficiency of Markov policies for continuous-time Markov decision processes and solutions to Kolmogorov's forward equation for jump Markov processes. CDC (2013)
Eugene A. Feinberg, Fenghsu Yang
Dynamic price optimization for an M/M/k/N queue with several customer types. SIGMETRICS Perform. Evaluation Rev. 41 (3) (2013)
Eugene A. Feinberg, Uriel G. Rothblum
Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes. Math. Oper. Res. 37 (1) (2012)
Eugene A. Feinberg, Pavlo O. Kasyanov, Nina V. Zadoianchuk
Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities. Math. Oper. Res. 37 (4) (2012)
Eric V. Denardo, Eugene A. Feinberg, Uriel G. Rothblum
Splitting in a finite Markov decision problem. SIGMETRICS Perform. Evaluation Rev. 39 (4) (2012)
Eric V. Denardo, Eugene A. Feinberg, Uriel G. Rothblum
The multi-armed bandit, with constraints. SIGMETRICS Perform. Evaluation Rev. 39 (4) (2012)
Eugene A. Feinberg, Xiaoxuan Zhang
Switching on and off the full capacity of an M/M/∞ queue. CDC/ECC (2011)
Eugene A. Feinberg, Jiaqiao Hu, Kan Huang
A rolling horizon approach to distribution feeder reconfiguration with switching costs. SmartGridComm (2011)
Richard C. Chen, Eugene A. Feinberg
Compactness of the space of non-randomized policies in countable-state sequential decision processes. Math. Methods Oper. Res. 71 (2) (2010)
Eugene A. Feinberg, Fenghsu Yang
Optimal admission to an M/M/k/N queue with several customer types and holding costs. CDC (2010)
Eugene A. Feinberg
Adaptive computation of optimal nonrandomized policies in constrained average-reward MDPs. ADPRL (2009)
Eugene A. Feinberg, Fenghsu Yang
Polynomial classification algorithms for Markov decision processes. CDC (2008)
Eugene A. Feinberg, Fenghsu Yang
On polynomial cases of the unichain classification problem for Markov Decision Processes. Oper. Res. Lett. 36 (5) (2008)
Eric V. Denardo, Eugene A. Feinberg, Uriel G. Rothblum
On occupation measures for total-reward MDPs. CDC (2008)
Richard C. Chen, Eugene A. Feinberg
Non-randomized policies for constrained Markov decision processes. Math. Methods Oper. Res. 66 (1) (2007)
Eugene A. Feinberg, Mark E. Lewis
Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem. Math. Oper. Res. 32 (4) (2007)
Sankalp S. Kallakuri, Alex Doboli, Eugene A. Feinberg
Buffer Insertion for Bridges and Optimal Buffer Sizing for Communication Sub-System of Systems-on-Chip CoRR (2007)
Richard C. Chen, Eugene A. Feinberg
Non-randomized control of constrained Markov decision processes. ACC (2006)
Eugene A. Feinberg, Michael T. Curry
Generalized Pinwheel Problem. Math. Methods Oper. Res. 62 (1) (2005)
Sankalp Kallakuri, Alex Doboli, Eugene A. Feinberg
Buffer Insertion for Bridges and Optimal Buffer Sizing for Communication Sub-System of Systems-on-Chip. DATE (2005)
Sankalp Kallakuri, Nattawut Thepayasuwan, Alex Doboli, Eugene A. Feinberg
A continuous time markov decision process based on-chip buffer allocation methodology. ACM Great Lakes Symposium on VLSI (2005)
Eugene A. Feinberg
On essential information in sequential decision processes. Math. Methods Oper. Res. 62 (3) (2005)
Xiaofei Fan-Orzechowski, Eugene A. Feinberg
Optimal Admission Control for a Markovian Queue Under the Quality of Service Constraint. CDC/ECC (2005)
Eugene A. Feinberg
On State Space Reduction in Sequential Decision Processes. CDC/ECC (2005)
Eugene A. Feinberg
Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach. Math. Oper. Res. 29 (3) (2004)
Eugene A. Feinberg, Mark E. Lewis
Optimality inequalities for average cost MDPs and their inventory control applications. CDC (2004)
Eugene A. Feinberg, Michael T. Curry
Online scheduling: generalized pinwheel problem. CDC (2003)
Eugene A. Feinberg
Optimal control of average reward constrained continuous-time finite Markov decision processes. CDC (2002)
Eugene A. Feinberg, Offer Kella
Optimality of D-Policies for an M/G/1 Queue with a Removable Server. Queueing Syst. Theory Appl. 42 (4) (2002)
Eugene A. Feinberg
Constrained Discounted Markov Decision Processes and Hamiltonian Cycles. Math. Oper. Res. 25 (1) (2000)
Eugene A. Feinberg, Alexei B. Piunovskiy
Nonatomic total rewards Markov decision processes with multiple criteria. CDC (2000)
Rolando Cavazos-Cadena, Eugene A. Feinberg, Raúl Montes-de-Oca
A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets. Math. Oper. Res. 25 (4) (2000)
Eugene A. Feinberg, Adam Shwartz
Constrained dynamic programming with two discount factors: applications and an algorithm. IEEE Trans. Autom. Control. 44 (3) (1999)
Eugene A. Feinberg, Adam Shwartz
Constrained Discounted Dynamic Programming. Math. Oper. Res. 21 (4) (1996)
Eugene A. Feinberg, Isaac Sonin
Notes on equivalent stationary policies in Markov decision processes with total rewards. Math. Methods Oper. Res. 44 (2) (1996)
Eugene A. Feinberg, Adam Shwartz
Constrained Markov Decision Models with Weighted Discounted Rewards. Math. Oper. Res. 20 (2) (1995)
Eugene A. Feinberg, Adam Shwartz
Markov Decision Models with Weighted Discounted Criteria. Math. Oper. Res. 19 (1) (1994)
Eugene A. Feinberg
Constrained Semi-Markov decision processes with average rewards. Math. Methods Oper. Res. 39 (3) (1994)
Eugene A. Feinberg
On Stationary Strategies in Borel Dynamic Programming. Math. Oper. Res. 17 (2) (1992)
Eugene A. Feinberg
Non-randomized strategies in stochastic decision processes. Ann. Oper. Res. 29 (1) (1991)