6 citations · 29 across the 41 of their papers we have counts for
4 papers · 1 filter
Fatou's Lemma for Weakly Converging Probabilities
Eugene A. Feinberg, Pavlo O. Kasyanov, Nina V. Zadoianchuk
Fatou's lemma states under appropriate conditions that the integral of the lower limit of a sequence of functions is not greater than the lower limit of the integrals. This note de…
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…
Berge's Theorem for Noncompact Image Sets
Eugene A. Feinberg, Pavlo O. Kasyanov, Nina V. Zadoianchuk
For an upper semi-continuous set-valued mapping from one topological space to another and for a lower semi-continuous function defined on the product of these spaces, Berge's theor…
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…