Zobrazeno 1 - 10
of 132
pro vyhledávání: '"Eugene A. Feinberg"'
Publikováno v:
Naval Research Logistics (NRL).
Autor:
Eugene A. Feinberg, David N. Kraemer
Publikováno v:
Naval Research Logistics (NRL).
Publikováno v:
Journal of Theoretical Probability.
This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller continuity. This pap
Autor:
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 preserved when the original discrete-time process is replaced with the p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b992ca45f8eebcc464e0d68676879be5
http://arxiv.org/abs/2207.07544
http://arxiv.org/abs/2207.07544
Autor:
Albert N. Shiryaev, Eugene A. Feinberg
Publikováno v:
Teoriya Veroyatnostei i ee Primeneniya. 66:734-759
В статье описывается структура решений уравнений Колмогорова для неоднородных скачкообразных марковских процессов и обсуждаются прим
Autor:
Gaojin He, Eugene A. Feinberg
Publikováno v:
Operations Research Letters. 48:543-548
For an infinite-horizon discounted Markov decision process with a finite number of states and actions, this note provides upper bounds on the number of operations required to compute an approximately optimal policy by value iterations in terms of the
Publikováno v:
Theory of Probability & Its Applications. 64:615-630
This note describes Fatou's lemma and Lebesgue's dominated convergence theorem for a sequence of measures converging weakly to a finite measure and for a sequence of functions whose negative parts are uniformly integrable with respect to these measur
Publikováno v:
Teoriya Veroyatnostei i ee Primeneniya. 65:338-367
В классической лемме Фату утверждается, что нижний предел последовательности интегралов функций больше или равен интегралу от нижнего
Publikováno v:
Theory of Probability & Its Applications. 65:270-291
The classical Fatou lemma states that the lower limit of a sequence of integrals of functions is greater than or equal to the integral of the lower limit. It is known that Fatou's lemma for a seque...
Autor:
Yan Liang, Eugene A. Feinberg
Publikováno v:
Probability in the Engineering and Informational Sciences. 34:429-468
This paper studies a periodic-review single-commodity setup-cost inventory model with backorders and holding/backlog costs satisfying quasiconvexity assumptions. We show that the Markov decision process for this inventory model satisfies the assumpti