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Feinberg, Eugene Aleksandrovich

Statistics Math-Net.Ru
Total publications: 20
Scientific articles: 19
Presentations: 2

Number of views:
This page:1828
Abstract pages:3442
Full texts:1365
References:305
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http://www.mathnet.ru/eng/person22660
List of publications on Google Scholar
https://zbmath.org/authors/?q=ai:feinberg.eugene-a
https://mathscinet.ams.org/mathscinet/MRAuthorID/309321

Publications in Math-Net.Ru
2021
1. Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev, “Sufficiency of Markov policies for continuous-time jump Markov decision processes”, Math. Oper. Res., 2021,  1–25  mathnet  isi
2. E. A. Feinberg, A. N. Shiryaev, “Kolmogorovs equations for jump Markov processes and their applications to continuous-time jump Markov decision processes”, Teor. Veroyatnost. i Primenen., 66:4 (2021),  734–759  mathnet
2020
3. E. A. Feinberg, P. O. Kas'yanov, Y. Liang, “Fatou's lemma in its classical form and Lebesgue's convergence theorems for varying measures with applications to Markov decision processes”, Teor. Veroyatnost. i Primenen., 65:2 (2020),  338–367  mathnet  elib; Theory Probab. Appl., 65:2 (2020), 270–291  isi  scopus
2019
4. E. A. Feinberg, P. O. Kas'yanov, Y. Liang, “Fatou's lemma for weakly converging measures under the uniform integrability condition”, Teor. Veroyatnost. i Primenen., 64:4 (2019),  771–790  mathnet  mathscinet  elib; Theory Probab. Appl., 64:4 (2020), 615–630  isi  scopus
2017
5. Eugene Feinberg, Manasa Mandava, Albert N. Shiryaev, “Kolmogorovs equations for jump Markov processes with unbounded jump rates”, Ann. Oper. Res., 2017,  1–18  mathnet  scopus
2014
6. E. A. Feinberg, M. Mandava, A. N. Shiryaev, “On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes”, J. Math. Anal. Appl., 411:1 (2014),  261–270  mathnet  mathscinet  zmath  isi  scopus
7. Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky, “Convergence of probability measures and Markov decision models with incomplete information”, Trudy Mat. Inst. Steklova, 287 (2014),  103–124  mathnet  elib; Proc. Steklov Inst. Math., 287:1 (2014), 96–117  isi  scopus
2013
8. E. A. Feinberg, P. O. Kasyanov, N. V. Zadoianchuk, “Fatou's lemma for weakly converging probabilities”, Teor. Veroyatnost. i Primenen., 58:4 (2013),  812–818  mathnet  mathscinet  elib; Theory Probab. Appl., 58:4 (2014), 683–689  isi
2009
9. E. A. Feinberg, A. B. Piunovskiy, “On strongly equivalent nonrandomized transition probabilities”, Teor. Veroyatnost. i Primenen., 54:2 (2009),  399–406  mathnet  mathscinet  zmath; Theory Probab. Appl., 54:2 (2010), 300–307  isi  scopus
2008
10. E. V. Burnaev, E. A. Feinberg, A. N. Shiryaev, “On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion”, Teor. Veroyatnost. i Primenen., 53:3 (2008),  557–575  mathnet  mathscinet  zmath; Theory Probab. Appl., 53:3 (2009), 519–536  isi  scopus
2005
11. E. A. Feinberg, A. B. Piunovskiy, “On Dvoretzky–Wald–Wolfowitz theorem on nonrandomized statistical decisions”, Teor. Veroyatnost. i Primenen., 50:3 (2005),  594–597  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 50:3 (2006), 463–466  isi
1987
12. E. A. Fainberg, “Sufficient Classes of Strategies in the Discrete Dynamic Programming. II. Local Stationary Strategies”, Teor. Veroyatnost. i Primenen., 32:3 (1987),  478–493  mathnet  mathscinet  zmath; Theory Probab. Appl., 32:3 (1987), 435–448  isi
1986
13. E. A. Fainberg, “Sufficient classes of strategies in the discrete dinamic programming. I. Decomposition of randomised strategies and imbedded models”, Teor. Veroyatnost. i Primenen., 31:4 (1986),  745–757  mathnet  mathscinet  zmath; Theory Probab. Appl., 31:4 (1987), 658–668  isi
1984
14. I. M. Sonin, E. A. Feinberg, “Sufficient classes of strategies in controllable countable Markov chains with total criterion”, Dokl. Akad. Nauk SSSR, 275:4 (1984),  806–809  mathnet  mathscinet  zmath
1982
15. E. A. Faĭnberg, “Markov decision processes with arbitrary real-valued criteria”, Teor. Veroyatnost. i Primenen., 27:3 (1982),  456–473  mathnet  mathscinet  zmath; Theory Probab. Appl., 27:3 (1983), 486–503  isi
16. E. A. Faĭnberg, “Nonrandomized Markov and semi-Markov policies in dynamic programming”, Teor. Veroyatnost. i Primenen., 27:1 (1982),  109–119  mathnet  mathscinet  zmath; Theory Probab. Appl., 27:1 (1982), 116–126  isi
1980
17. L. B. Boguslavskii, E. A. Feinberg, “On the Optimal Strategy for Activation of a Servicing Device in One Class of Systems with Group Servicing”, Probl. Peredachi Inf., 16:3 (1980),  95–107  mathnet  mathscinet  zmath; Problems Inform. Transmission, 16:3 (1980), 243–253
18. E. A. Feĭnberg, “An $\varepsilon$-optimal control of finite Markov chain with average reward criterion”, Teor. Veroyatnost. i Primenen., 25:1 (1980),  71–82  mathnet  mathscinet  zmath; Theory Probab. Appl., 25:1 (1980), 70–81  isi
1979
19. A. A. Juškevič, E. A. Faĭnberg, “On homogeneous Markov models with continuous time and finite or countable state space”, Teor. Veroyatnost. i Primenen., 24:1 (1979),  155–160  mathnet  mathscinet  zmath; Theory Probab. Appl., 24:1 (1979), 156–161  isi
1978
20. E. A. Faĭnberg, “The existence of a stationary $\varepsilon$-optimal policy for a finite Markov chain”, Teor. Veroyatnost. i Primenen., 23:2 (1978),  313–330  mathnet  mathscinet  zmath; Theory Probab. Appl., 23:2 (1979), 297–313
1977
21. E. A. Feinberg, “Finite controllable Markov chains”, Uspekhi Mat. Nauk, 32:3(195) (1977),  181–182  mathnet  mathscinet  zmath
1975
22. E. A. Feinberg, “On finite state Markovian decision processes with compact decision sets”, Teor. Veroyatnost. i Primenen., 20:4 (1975),  873–880  mathnet  mathscinet  zmath; Theory Probab. Appl., 20:4 (1976), 856–862

1980
23. A. A. Yushkevich, E. A. Feinberg, “Letter to the editor”, Teor. Veroyatnost. i Primenen., 25:1 (1980),  218  mathnet; Theory Probab. Appl., 25:1 (1980), 215

Presentations in Math-Net.Ru
1. Kolmogorov's equations for jump Markov processes and their applications to control
Eugene Feinberg, Albert Shiryaev
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 20, 2021 16:00   
2. Average-cost Markov Decision Processes with weakly continuous
Eugene A. Feinberg
International conference "Stochastic Optimization and Optimal Stopping"
September 27, 2012 15:00   

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