5 citations · 7 across the 7 of their papers we have counts for
3 papers · 1 filter
Continuity of Parametric Optima for Possibly Discontinuous Functions and Noncompact Decision Sets
Eugene A. Feinberg, Pavlo O. Kasyanov, David N. Kraemer
This paper investigates continuity properties of value functions and solutions for parametric optimization problems. These problems are important in operations research, control, a…
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…
Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky
This paper studies average-cost Markov decision processes with semi-uniform Feller transition probabilities. This class of MDPs was recently introduced by the authors to study MDPs…