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Feinberg, Eugene Aleksandrovich
Statistics Math-Net.Ru
Total publications: 24
Scientific articles: 23
Presentations: 2

Number of views:
This page:2837
Abstract pages:5501
Full texts:2296
References:528
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https://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 Citations
2023
1. E. A. Feinberg, A. N. Shiryaev, “On forward and backward Kolmogorov equations for purely jump Markov processes and their generalizations”, Teor. Veroyatnost. i Primenen., 68:4 (2023),  796–812  mathnet; Theory Probab. Appl., 68:4 (2024), 643–656  scopus
2022
2. Eugene Feinberg, Manasa Mandava, Albert N. Shiryaev, “Kolmogorov’s equations for jump Markov processes with unbounded jump rates”, Ann. Oper. Res., 317 (2022),  587–604  mathnet  mathscinet  isi  scopus 6
3. Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev, “Sufficiency of Markov policies for continuous-time jump Markov decision processes”, Math. Oper. Res., 47:2 (2022),  1266–1286  mathnet  mathscinet  isi 2
2021
4. E. A. Feinberg, A. N. Shiryaev, “Kolmogorov's equations for jump Markov processes and their applications to control problems”, Teor. Veroyatnost. i Primenen., 66:4 (2021),  734–759  mathnet  mathscinet  zmath; Theory Probab. Appl., 66:4 (2022), 582–600  scopus 3
2020
5. 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 15
2019
6. 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 7
2014
7. 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 20
8. 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 21
2013
9. 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 39
2009
10. 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 1
2008
11. 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 11
2005
12. 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 9
1987
13. 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 2
1986
14. 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 14
1984
15. 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
16. 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 41
17. 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 33
1980
18. 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
19. 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 15
1979
20. 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 30
1978
21. 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 10
1977
22. E. A. Feinberg, “Finite controllable Markov chains”, Uspekhi Mat. Nauk, 32:3(195) (1977),  181–182  mathnet  mathscinet  zmath
1975
23. 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 17
1980
24. 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   

Organisations
 
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