3 citations · 6 across the 8 of their papers we have counts for
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math.OC2012
The Multi-Armed Bandit, with Constraints
Eric V. Denardo, Eugene A. Feinberg, Uriel G. Rothblum
The early sections of this paper present an analysis of a Markov decision model that is known as the multi-armed bandit under the assumption that the utility function of the decisi…
math.OC2012★ 1 cited
Average-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
Eugene A. Feinberg, Pavlo O. Kasyanov, Nina V. Zadoianchuk
This paper presents sufficient conditions for the existence of stationary optimal policies for average-cost Markov Decision Processes with Borel state and action sets and with weak…