6 citations · 29 across the 41 of their papers we have counts for
Showing 2022Show all
3 papers · 1 filter
math.OC2022
Dynamically Augmented CVaR for MDPs
Eugene A. Feinberg, Rui Ding
This paper studies optimization of Conditional Value-at-Risk (CVaR) for Markov Decision Processes (MDPs) with finite state and action sets. It introduces the Dynamically augmented…
math.OC2022★ 3 cited
Epi-Convergence of Expectation Functions under Varying Measures and Integrands
Eugene A. Feinberg, Pavlo O. Kasyanov, Johannes O. Royset
For expectation functions on metric spaces, we provide sufficient conditions for epi-convergence under varying probability measures and integrands, and examine applications in the…
math.OC2022
Equivalent Conditions for Weak Continuity of Nonlinear Filters
Eugene A. Feinberg, Pavlo O. Kasyanov
This paper studies weak continuity of nonlinear filters. It is well-known that Borel measurability of transition probabilities for problems with incomplete state observations is pr…