5 citations · 7 across the 7 of their papers we have counts for
4 papers · 1 filter
Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition
Eugene A. Feinberg, Pavlo O. Kasyanov, Yan Liang
This note describes Fatou's lemma and Lebesgue's dominated convergence theorem for a sequence of measures converging weakly to a finite measure and for a sequence of functions whos…
Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria
Eugene A. Feinberg, Aleksey B. Piunovskiy
This paper studies Markov Decision Processes (MDPs) with atomless initial state distributions and atomless transition probabilities. Such MDPs are called atomless. The initial stat…
Constrained discounted Markov decision processes with Borel state spaces
Eugene A. Feinberg, Anna Jaśkiewicz, Andrzej S. Nowak
We study discrete-time discounted constrained Markov decision processes (CMDPs) on Borel spaces with unbounded reward functions. In our approach the transition probability function…
An example showing that A-lower semi-continuity is essential for minimax continuity theorems
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
Recently Feinberg et al. [arXiv:1609.03990] established results on continuity properties of minimax values and solution sets for a function of two variables depending on a paramete…