activity
20112025
most citedFatou's Lemma in Its Classic Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to MDPs

5 citations · 7 across the 8 of their papers we have counts for

collaborators
Showing 2020Show all

3 papers · 1 filter

math.OC2020

MDPs with Setwise Continuous Transition Probabilities

Eugene A. Feinberg, Pavlo O. Kasyanov

This paper describes the structure of optimal policies for infinite-state Markov Decision Processes with setwise continuous transition probabilities. The action sets may be noncomp…

math.OC2020

Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes

Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev

This paper extends to Continuous-Time Jump Markov Decision Processes (CTJMDP) the classic result for Markov Decision Processes stating that, for a given initial state distribution,…

math.OC2020

Strong Polynomiality of the Value Iteration Algorithm for Computing Nearly Optimal Policies for Discounted Dynamic Programming

Eugene A. Feinberg, Gaojin He

This note provides upper bounds on the number of operations required to compute by value iterations a nearly optimal policy for an infinite-horizon discounted Markov decision proce…