6 citations · 29 across the 41 of their papers we have counts for
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On Pioneering Works of Albert Shiryaev on Markov Decision Processes and Some Later Developments
Eugene A. Feinberg
This article is dedicated to three fundamental papers on Markov Decision Processes and on control with incomplete observations published by Albert Shiryaev approximately sixty year…
Kolmogorov's Equations for Jump Markov Processes and their Applications to Control Problems
Eugene A. Feinberg, Albert N. Shiryaev
This paper describes the structure of solutions to Kolmogorov's equations for nonhomogeneous jump Markov processes and applications of these results to control of jump stochastic s…
Semi-Uniform Feller Stochastic Kernels
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduce…
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…
Kolmogorov's Equations for Jump Markov Processes with Unbounded Jump Rates
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
As well-known, transition probabilities of jump Markov processes satisfy Kolmogorov's backward and forward equations. In the seminal 1940 paper, William Feller investigated solutio…
Convergence of Probability Measures and Markov Decision Models with Incomplete Information
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First,…