1 citations · 1 across the 3 of their papers we have counts for
5 papers
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs
Eugene A. Feinberg, Jefferson Huang
This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous…
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…
Optimality Conditions for Inventory Control
Eugene A. Feinberg
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these…
On solutions of Kolmogorov's equations for jump Markov processes
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solu…
Extension of Lyapunov's Convexity Theorem to Subranges
Peng Dai, Eugene A. Feinberg
Consider a measurable space with a finite vector measure. This measure defines a mapping of the -field into a Euclidean space. According to Lyapunov's convexity theorem, the ran…