Feinberg Eugene Aleksandrovich

Publications in Math-Net.Ru

1. On forward and backward Kolmogorov equations for purely jump Markov processes and their generalizations
   
   Teor. Veroyatnost. i Primenen., 68:4 (2023),  796–812
2. Kolmogorov’s equations for jump Markov processes with unbounded jump rates
   
   Ann. Oper. Res., 317 (2022),  587–604
3. Sufficiency of Markov policies for continuous-time jump Markov decision processes
   
   Math. Oper. Res., 47:2 (2022),  1266–1286
4. Kolmogorov's equations for jump Markov processes and their applications to control problems
   
   Teor. Veroyatnost. i Primenen., 66:4 (2021),  734–759
5. 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
6. Fatou's lemma for weakly converging measures under the uniform integrability condition
   
   Teor. Veroyatnost. i Primenen., 64:4 (2019),  771–790
7. On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes
   
   J. Math. Anal. Appl., 411:1 (2014),  261–270
8. Convergence of probability measures and Markov decision models with incomplete information
   
   Trudy Mat. Inst. Steklova, 287 (2014),  103–124
9. Fatou's lemma for weakly converging probabilities
   
   Teor. Veroyatnost. i Primenen., 58:4 (2013),  812–818
10. On strongly equivalent nonrandomized transition probabilities
    
    Teor. Veroyatnost. i Primenen., 54:2 (2009),  399–406
11. 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
12. On Dvoretzky–Wald–Wolfowitz theorem on nonrandomized statistical decisions
    
    Teor. Veroyatnost. i Primenen., 50:3 (2005),  594–597
13. Sufficient Classes of Strategies in the Discrete Dynamic Programming. II. Local Stationary Strategies
    
    Teor. Veroyatnost. i Primenen., 32:3 (1987),  478–493
14. 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
15. Sufficient classes of strategies in controllable countable Markov chains with total criterion
    
    Dokl. Akad. Nauk SSSR, 275:4 (1984),  806–809
16. Markov decision processes with arbitrary real-valued criteria
    
    Teor. Veroyatnost. i Primenen., 27:3 (1982),  456–473
17. Nonrandomized Markov and semi-Markov policies in dynamic programming
    
    Teor. Veroyatnost. i Primenen., 27:1 (1982),  109–119
18. 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
19. An $\varepsilon$-optimal control of finite Markov chain with average reward criterion
    
    Teor. Veroyatnost. i Primenen., 25:1 (1980),  71–82
20. On homogeneous Markov models with continuous time and finite or countable state space
    
    Teor. Veroyatnost. i Primenen., 24:1 (1979),  155–160
21. The existence of a stationary $\varepsilon$-optimal policy for a finite Markov chain
    
    Teor. Veroyatnost. i Primenen., 23:2 (1978),  313–330
22. Finite controllable Markov chains
    
    Uspekhi Mat. Nauk, 32:3(195) (1977),  181–182
23. On finite state Markovian decision processes with compact decision sets
    
    Teor. Veroyatnost. i Primenen., 20:4 (1975),  873–880


24. Letter to the editor
    
    Teor. Veroyatnost. i Primenen., 25:1 (1980),  218