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

Feinberg, Eugene A.; Huang, Jefferson - In: Operations research letters 41 (2013) 3, pp. 249-251

Persistent link: https://www.econbiz.de/10009757359

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

Feinberg, Eugene A.; Huang, Jefferson; Scherrer, Bruno - In: Operations research letters 42 (2014) 6/7, pp. 429-431

Persistent link: https://www.econbiz.de/10010428053

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

Feinberg, Eugene A.; Huang, Jefferson - In: Operations research letters 46 (2018) 2, pp. 179-184

Persistent link: https://www.econbiz.de/10011824851

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

Feinberg, Eugene A.; Huang, Jefferson - In: Operations research letters 41 (2013) 3, pp. 249-251

Persistent link: https://www.econbiz.de/10010108698

Constrained semi-Markov decision processes with average rewards

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

Persistent link: https://www.econbiz.de/10001166172

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

On essential information in sequential decision processes

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

Persistent link: https://www.econbiz.de/10003232691

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

Handbook of Markov Decision Processes : Methods and Applications

Feinberg, Eugene A. - 2002

The theory of Markov Decision Processes - also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming - studies sequential optimization of discrete time stochastic systems. Fundamentally, this is a...

Persistent link: https://www.econbiz.de/10013519108