FrA08.6
43rd IEEE Conference on Decision and Control
December 14-17, 2004
Atlantis, Paradise Island, Bahamas
Optimality Inequalities for Average Cost MDPs
and their Inventory Control Applications
Eugene A. Feinberg
Mark E. Lewis
Abstract We show that the
Math. Meth. Oper. Res (2005) 62: 99122
DOI 10.1007/s00186-005-0443-4
O R I G I N A L A RT I C L E
Eugene A. Feinberg Michael T. Curry
Generalized Pinwheel Problem
Received: November 2004 / Revised: April 2005
Springer-Verlag 2005
Abstract This paper stud
Chapter 12
LOAD FORECASTING
Eugene A. Feinberg
State University of New York, Stony Brook
[email protected]
Dora Genethliou
State University of New York, Stony Brook
[email protected]
Abstract
Load forecasting is vitally important for the el
1
Load Pocket Forecasting Software
E. A. Feinberg, D. Genethliou, J.T. Hajagos, B.G. Irrgang, and R. J. Rossin
Abstract-In this paper we describe the load pocket forecasting
software that can be used by electric utilities to estimate and
forecast the load
STATISTICAL LOAD MODELING
Eugene A. Feinberg, Dora Genethliou
Department of Applied Mathematics and Statistics
State University of New York at Stony Brook
Stony Brook, NY 11794-3600, USA
ABSTRACT
This paper discusses the improvement of the statistical
mod
Journal of Applied Probability 31, 262-267, 1994
A Generalization of Expectation Equals Reciprocal of
Intensity to Nonstationary Exponential Distributions
Eugene A. Feinberg
SUNY at Stony Brook
June 1992
Revised: November 1992 and January 1993
Abstract
An
Quickest detection of drift change for Brownian
motion in generalized Bayesian and minimax
settings
Eugene A. Feinberg, Albert N. Shiryaev
Received: November 17, 2006; Accepted: February 14, 2007
Summary: The paper deals with the quickest detection of a c
856
E.A. FAINBERG
REFERENCES
1] D. YLVISAKER, A note on the absence of tangencies in Gaussian sample paths, Ann. Math. Statist.,
39, (1968), pp. 261-262.
[2] A. V. SKOROKHOD, A note on Gaussian measures in Banach space, Theory Prob. Applications,
15, 3 (1
Volume XXHI
THEORY OF PROBABILITY
AND ITS APPLICATIONS
Number 2
1978
THE EXISTENCE OF A STATIONARY
e-OPTIMAL POLICY FOR A FINITE MARKOV CHAIN
E. A. FAINBERG
(Translated by K. Durr)
In this paper we investigate the problem of optimal control of a Markov ch
156
D.S.
SILVESTROV
[13] J. R. BLUM
[14]
[15]
[16]
[17]
AND J. R. ROSENBLATT, On the central limit theorem for the sum of a random
number of independent random variables, Z. Wahrscheinlichkeitstheorie and Verw. Gebiete,
1, 4 (1962-1963), pp. 389-393.
W. R
215
LETTERS TO THE EDITOR
Theorem. The following three assertions are equivalent.
(1) The collection Tk;i forms a basis of decomposition which are e mod 0.
(2) The S-code A cfw_Ai covers the Bernoulli scheme (Xz, Izp, T), or does not cover it, but
the alp
Vot.mxxv
THEORY OF PROBABILITY
AND ITS APPLICATIONS
V,nt,ert
1980
AN e-OPTIMAL CONTROL OF A FINITE MARKOV CHAIN WITH
AN AVERAGE REWARD CRITERION
E. A. FAINBERG
(Translated by A. R. Kraiman
1. A controlled Markov process with discrete time is considered. T
Vot,m XXVH
THEORY OF PROBABILITY
AND ITS APPLI CATI 0N S
mt
1982
NON-RANDOMIZED MARKOV AND SEMI-MARKOV STRATEGIES
IN DYNAMIC PROGRAMMING
E. A. FAINBERG
(Translated by W. U. Sirk
1. Introduction
In a non-homogeneous controllable Markov model with a total r
Volume XXVII
THEORY OF PROBABILITY
AND ITS APPLICATIONS
Number 3
1982
CONTROLLED MARKOV PROCESSES WITH ARBITRARY
NUMERICAL CRITERIA
E. A. FAINBERG
(Translated by W. U. Sirk
1. Introduction
In the theory of controlled Markov processes with discrete time we
THEORY PROBAB. APPL.
Translated from Russian Journal
Vol. 31, No.
SUFFICIENT CLASSES OF STRATEGIES IN DISCRETE
DYNAMIC PROGRAMMING I: DECOMPOSITION OF
RANDOMIZED STRATEGIES AND EMBEDDED MODELS*
E. A. FAINBERG
(Translated by Merle Ellis)
1. Introduction. O
THEORY PROBAB. APPL.
Vol. 32, No.
Translated from Russian Journal
SUFFICIENT CLASSES OF STRATEGIES IN DISCRETE DYNAMIC
PROGRAMMING
II. LOCALLY STATIONARY STRATEGIES*
E. A. FAINBERG
(Translated by Merle Ellis)
6. The main results. This paper is a continuat
c 2006 Society for Industrial and Applied Mathematics
THEORY PROBAB. APPL.
Vol. 50, No. 3, pp. 463466
Translated from Russian Journal
ON THE DVORETZKYWALDWOLFOWITZ THEOREM ON
NONRANDOMIZED STATISTICAL DECISIONS
E. A. FEINBERG AND A. B. PIUNOVSKIY
(Transla
On Strongly Equivalent Nonrandomized Transition Probabilities
Eugene A. Feinberg1 and Alexey B. Piunovskiy2
Abstract
Dvoretzky, Wald and Wolfowitz proved in 1951 the existence of equivalent and strongly equivalent
mappings for a given transition probabili
On Measurability of Value Functions
and Representation of Randomized Policies
in Markov Decision Processes
Eugene A. Feinberg
W.A. Harriman School for Management and Policy
State University of New York at Stony Brook
Stony Brook, NY 11794-3775
January 199
Optimality of Four-Threshold Policies in Inventory Systems with
Customer Returns and Borrowing/Storage Options
Eugene A. Feinberg
Mark E. Lewis
Department of Applied Mathematics and Statistics
Department of Industrial and Operations Engineering
State Univ
Mathematical Methods of Operations Research manuscript No.
(will be inserted by the editor)
Compactness of the Space of Non-Randomized Policies in
Countable-State Sequential Decision Processes
Richard C. Chen Eugene A. Feinberg
Received: date / Accepted:
Mathematical Methods of Operations Research manuscript No.
(will be inserted by the editor)
Non-Randomized Policies for Constrained
Markov Decision Processes
Richard C. Chen1 , Eugene A. Feinberg2
1
Radar Division, Naval Research Laboratory, Code 5341, Wa
LOAD POCKET MODELING
Eugene A. Feinberg, Dora Genethliou
Department of Applied Mathematics and Statistics
State University of New York at Stony Brook
Stony Brook, NY 11794-3600, USA
ABSTRACT
Demand for electric power typically depends on the
temperature a
ON MAXIMAL RANGES OF VECTOR MEASURES FOR
SUBSETS AND PURIFICATION OF TRANSITION
PROBABILITIES
PENG DAI AND EUGENE A. FEINBERG
Abstract. Consider a measurable space with an atomless nite vector measure. This measure denes a mapping of the -eld into an Eucl
Queueing Systems 42, 355376, 2002
2002 Kluwer Academic Publishers. Manufactured in The Netherlands.
Optimality of D -Policies for an M/G/1 Queue with a
Removable Server
EUGENE A. FEINBERG
[email protected]
Department of Applied Mathematics and
ENERGY 2011 : The First International Conference on Smart Grids, Green Communications and IT Energy-aware Technologies
Smard Grid Software Applications for Distribution Network Load Forecasting
Eugene A. Feinberg, Jun Fei
Janos T. Hajagos, Richard J. Ross