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The multi-armed bandit, with constraints

Denardo, Eric V.; Feinberg, Eugene A.; Rothblum, Uriel G. - 2013

Persistent link: https://www.econbiz.de/10010192829

A transportation problem in which costs depend on the order of arrival

Denardo, Eric V. - In: Management science : journal of the Institute for … 34 (1988) 6, pp. 774-783

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Splitting randomized stationary policies in total-reward Markov decision processes

Feinberg, Eugene A.; Rothblum, Uriel G. - In: Mathematics of operations research 37 (2012) 1, pp. 129-153

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Constrained semi-Markov decision processes with average rewards

Feinberg, Eugene A. - In: Zeitschrift für Operations-Research : ZOR ; … 39 (1994) 3, pp. 257-288

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Optimality of deterministic policies for certain stochastic control problems with multiple criteria and constraints

Feinberg, Eugene A. - In: Mathematical control theory and finance, (pp. 137-148). 2008

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On essential information in sequential decision processes

Feinberg, Eugene A. - In: Mathematical methods of operations research 62 (2005) 2, pp. 399-410

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Linear Programming and Generalizations : A Problem-based Introduction with Spreadsheets

Denardo, Eric V. - 2011

This book on constrained optimization is novel in that it fuses these themes: - use examples to introduce general ideas; - engage the student in spreadsheet computation; - survey the uses of constrained optimization;. - investigate game theory and nonlinear optimization, - link the subject to...

Persistent link: https://www.econbiz.de/10014275268

Handbook of Markov decision processes : methods and applications

Feinberg, Eugene A. (contributor) - 2002

Persistent link: https://www.econbiz.de/10004727872

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

Feinberg, Eugene A. - In: Mathematical methods of operations research 44 (1996) 2, pp. 205-221

Persistent link: https://www.econbiz.de/10001207352

Probability methods in business and industry in honor of Benjamin Avi-Itzhak and Matthew J. Sobel

Feinberg, Eugene A.; Katehakis, Michael N.; Spieksma, Floske - In: Probability methods in business and industry in honor …, (pp. 1-4). 2022

Persistent link: https://www.econbiz.de/10013465384