5 citations · 7 across the 11 of their papers we have counts for
3 papers · 2 filters
Computing optimal policies for managing inventories with noisy observations
Eugene Feinberg, Jefferson Huang, Pavlo Kasyanov +1
This paper implements the Deep Deterministic Policy Gradient (DDPG) algorithm for computing optimal policies for partially observable single-product periodic review inventory contr…
Properties of Turnpike Functions for Discounted Finite Markov Decision Processes
Eugene A. Feinberg, Gaojin He
This paper studies convergence times of the Value Iteration Algorithm (VIA) for discounted discrete-time Markov Decision Processes (MDPs) with finite state and action sets. For eac…
Average-Cost MDPs with Infinite State and Action Sets: New Sufficient Conditions for Optimality Inequalities and Equations
Eugene A. Feinberg, Pavlo O. Kasyanov, Liliia S. Paliichuk
This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for { the}…