5 citations · 9 across the 4 of their papers we have counts for
4 papers
Fatou's Lemma in Its Classic Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to MDPs
Eugene A. Feinberg, Pavlo O. Kasyanov, Yan Liang
The classic Fatou lemma states that the lower limit of a sequence of integrals of functions is greater or equal than the integral of the lower limit. It is known that Fatou's lemma…
Stochastic Setup-Cost Inventory Model with Backorders and Quasiconvex Cost Functions
Eugene A. Feinberg, Yan Liang
In this paper we study a periodic-review single-commodity setup-cost inventory model with backorders and holding/backlog costs satisfying quasiconvexity assumptions. We show that t…
On the Optimality Equation for Average Cost Markov Decision Processes and its Validity for Inventory Control
Eugene A. Feinberg, Yan Liang
As is well known, average-cost optimality inequalities imply the existence of stationary optimal policies for Markov Decision Processes with average costs per unit time, and these…
Structure of Optimal Solutions to Periodic-Review Total-Cost Inventory Control Models with Convex Costs and Backorders for all Values of Discount Factors
Eugene A. Feinberg, Yan Liang
This paper describes the structure of optimal policies for discounted periodic-review single-commodity total-cost inventory control problems with fixed ordering costs for finite an…