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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
Persistent link: https://www.econbiz.de/10003755590
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Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
Fei, Jun; Feinberg, Eugene A. - 2013
Persistent link: https://www.econbiz.de/10010192736
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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
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Sufficiency of Markov policies for continuous-time jump Markov decision processes
Feinberg, Eugene A.; Mandava, Manasa; Širjaev, Alʹbert N. - In: Mathematics of operations research 47 (2022) 2, pp. 1266-1286
Persistent link: https://www.econbiz.de/10013365293
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Stochastic models and algorithms dedicated to the 60th birthday of Professor Eugene A. Feinberg
Kapodistria, Stella (ed.); Katehakis, Michael N. (ed.);  … - 2022
Persistent link: https://www.econbiz.de/10013438723