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Eugene A. Feinberg Distinguished Professor Applied Mathematics and Statistics College of Engineering and Applied Sciences

Contact Information

1-110 Mathematics Bldg.

Stony Brook, 11794

631/632-7189

Biography

Eugene Feinberg is an internationally recognized expert in the study of Markov decision processes, which provide a mathematical framework for modeling decision-making in situations where outcomes are partly random and partly under the control of a decision maker. He is also an expert on industrial applications of Operations Research and Statistics.  He is currently working on the development of control algorithms for a new generation of electric power systems called smart grids, and was the principle investigator of the Long Island Smart Energy Corridor.

Education

  • PhD, Vilnius University in Lithuania
  • MS and BS, Moscow Institute of Transport Engineering in Russia

Research Grants

Award Start End Sponsor Type Amount Status
SENSOR: Magnetic Measurement and Treatment 2010-09-01T00:00:00 2012-05-31T00:00:00 EMS Development Corporation Nonfederal 50382 Closed
SENSOR: Multi-Node Neural Net Model 2007-10-22T00:00:00 2008-12-31T00:00:00 New York Independent System Operator Nonfederal 25000 Closed
Markov Decision Processes and Discrete Optimization 2006-07-24T00:00:00 2009-08-31T00:00:00 National Science Foundation Federal 300000 Closed
Optimization of Jump Stochastic Systems 2003-07-01T00:00:00 2008-06-30T00:00:00 National Science Foundation Federal 306675 Closed
Constrained Optimization of Markov Decision 2009-09-01T00:00:00 2013-08-31T00:00:00 National Science Foundation Federal 245000 Closed
ARRA: Collaborative Research: Uncountable Markov Decision Processes and Their Applications to Optimization of Large-Scale Stochastic Systems 2009-07-01T00:00:00 2012-06-30T00:00:00 National Science Foundation Federal 230223 Closed
SENSOR: Multi-Node Neural Net Model 2008-01-01T00:00:00 2011-12-31T00:00:00 New York Independent System Operator Nonfederal 36000 Closed
CONVERSION OF EXISTING COMPUTER ASSISTED OUTAGE ANALYSIS SYSTEM TO A FULLY AUTOMATED OUTAGE ANALYSIS & DISPATCH SYSTEM 1999-07-01T00:00:00 2001-01-31T00:00:00 Keyspan Corporate Services LLC Nonfederal 50000 Closed
OPTIMIZATION OF JUMP STOCHASTIC SYSTEMS: UNDISCOUNTED CRITERIA AND APPLICATIONS 1999-07-23T00:00:00 2003-09-30T00:00:00 National Science Foundation Federal 189942 Closed
K005-0 LOAD POCKET FORCASTING 1999-07-01T00:00:00 2004-12-31T00:00:00 Keyspan Corporate Services LLC Nonfederal 415964 Closed
Adaptive Radar Management for Multiple Targets in Littoral Enviroments 2006-06-01T00:00:00 2006-08-31T00:00:00 US Navy Research Laboratory Federal 8000 Closed
SHORT- RANGE AREA PLANNING AND LOAD FORECASTING 2001-06-11T00:00:00 2005-05-31T00:00:00 Long Island Power Authority Nonfederal 458449 Closed
SENSOR: Enhanced Power System Operation and Control via High Performance Computing 2013-01-01T00:00:00 2015-06-30T00:00:00 NYS Energy Research and Development Authority Nonfederal 250000 Closed
ARRA: Route 110 Smart Corridor Demonstration Project (SBU in a subcontractor to LIPA) 2010-02-05T00:00:00 2015-05-04T00:00:00 Long Island Power Authority Nonfederal 2932280 Closed
Study of How Information Technology Affects Patient Access, Quality of Care and Administrative Costs in a Newly Formed ACO 2012-03-01T00:00:00 2015-07-31T00:00:00 ClipboardMD Incorporated Nonfederal 150828 Closed
SENSOR: Enhanced Power System Operation and Control via High Performance Computing 2014-01-23T00:00:00 2016-01-22T00:00:00 New York Power Authority Nonfederal 50000 Closed
IBM Faculty Award: Mathematical Methods and Algorithms for Smart Grid Optimization 2012-07-01T00:00:00 2018-12-31T00:00:00 IBM Corporation Nonfederal 20000 Approved
Computationally Efficient Algorithms for Markov Decision Processes 2013-08-01T00:00:00 2017-07-31T00:00:00 National Science Foundation Federal 285000 Approved
4E Network: Secure, Reliable & Integrated Smart Grid Solutions Under Variable Weather Conditions 2015-06-01T00:00:00 2016-05-31T00:00:00 Corporate Funded Nonsponsored 119676.9 Closed
SENSOR: Analysis of Forecasting, Detection and Technology Integration Methodologies for Energy-IT 2015-07-01T00:00:00 2017-07-31T00:00:00 Energy-IT Nonfederal 120000 Approved
SENSOR: Development of Smart Grid Energy Management Technologies for Energy-IT 2016-08-01T00:00:00 2022-01-31T00:00:00 Energy-IT Nonfederal 92250 Approved
New Methodologies for Markov Decision Processes and Stochastic Games Motivated by Inventory Control 2016-09-01T00:00:00 2019-08-31T00:00:00 National Science Foundation Federal 300000 Approved

Publications

  1. Author Article Mathematics of Operations Research Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes 2012 37 1 129 - 153
  2. Author Article Smart Grid Communications (SmartGridComm), 2011 IEEE International Conference on A rolling horizon approach to distribution feeder reconfiguration with switching costs 2011 339 - 344
  3. Author Article Probability in the Engineering and Informational Sciences OPTIMALITY OF TRUNK RESERVATION FOR AN M/M/K/N QUEUE WITH SEVERAL CUSTOMER TYPES AND HOLDING COSTS 2011 25 4 537 - 560
  4. Author Article Proceedings of the American Mathematical Society On maximal ranges of vector measures for subsets and purification of transition probabilities 2011 139 12 4497 - 4511
  5. Author Article Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on Switching on and off the full capacity of an M/M/∞ queue 2011 7678 - 7683
  6. Author Article Theory of Probability and its Applications On Strongly Equivalent Nonrandomized Transition Probabilities 2010 54 2 300
  7. Author Article Mathematical Methods of Operations Research Compactness of the space of non-randomized policies in countable-state sequential decision processes 2010 71 2 307
  8. Author Article Decision and Control (CDC), 2010 49th IEEE Conference on Optimal admission to an M/M/k/N queue with several customer types and holding costs 2010 2791 - 2796
  9. Author Article Adaptive Dynamic Programming and Reinforcement Learning, 2009. ADPRL IEEE Symposium on Adaptive computation of optimal nonrandomized policies in constrained average-reward MDPs 2009 96 - 100
  10. Author Article Theory of Probability and its Applications On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion 2009 53 3 519
  11. Author Article Journal of Applied Probability An inequality for variances of the discounted rewards 2009 46 4 1209 - 1212
  12. Author Article Decision and Control, 2008. CDC 2008. 47th IEEE Conference on Polynomial classification algorithms for Markov decision processes 2008 4485 - 4490
  13. Author Article Decision and Control, 2008. CDC 2008. 47th IEEE Conference on On occupation measures for total-reward MDPs 2008 4460 - 4465
  14. Author Article Operations Research Letters On polynomial cases of the unichain classification problem for Markov Decision Processes 2008 36 5 527 - 530
  15. Author Article Mathematics of Operations Research Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem 2007 32 4 769 - 783
  16. Author Article Probability in the Engineering and Informational Sciences OPTIMALITY OF RANDOMIZED TRUNK RESERVATION FOR A PROBLEM WITH MULTIPLE CONSTRAINTS 2007 21 2
  17. Author Article Mathematical Methods of Operations Research Non-randomized policies for constrained Markov decision processes 2007 66 1 165
  18. Author Article Advances in Applied Probability Optimality of randomized trunk reservation for a problem with a single constraint 2006 38 1 199 - 220
  19. Author Article Statistics and Decisions Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings 2006 24 4 445 - 470
  20. Author Article Theory of Probability and its Applications On the Dvoretzky-Wald-Wolfowitz Theorem on Nonrandomized Statistical Decisions 2006 50 3 463
  21. Author Article Mathematical Methods of Operations Research Generalized Pinwheel Problem 2005 62 1 99
  22. Author Article Mathematical Methods of Operations Research On essential information in sequential decision processes 2005 62 3 399
  23. Author Article Probability in the Engineering and Informational Sciences OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS 2005 19 1
  24. Author Article Mathematics of Operations Research Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach 2004 29 3 492 - 524
  25. Author Article Probability in the Engineering and Informational Sciences Bicriterion Optimization of an M/G/1 Queue with A Removable Server 1996 10 1 57
  26. Author Article Probability in the Engineering and Informational Sciences Optimality of Randomized Trunk Reservation 1994 8 4 463

Courses

Term Role Course ID Description
Spring 2017 Primary Instructor AMS 569 Probability Theory I
Spring 2017 Primary Instructor AMS 599 Research
Spring 2017 Primary Instructor AMS 699 Dissertation Resrch on Campus
Summer 2017 Primary Instructor AMS 676 Applied Mathematics Internship
Fall 2017 Primary Instructor AMS 556 Dynamic Programming
Fall 2017 Primary Instructor AMS 699 Dissertation Resrch on Campus
Spring 2016 Primary Instructor AMS 569 Probability Theory I
Spring 2016 Primary Instructor AMS 599 Research
Spring 2016 Primary Instructor AMS 699 Dissertation Resrch on Campus
Summer 2016 Primary Instructor AMS 800 SUMMER RESEARCH
Fall 2016 Primary Instructor AMS 556 Dynamic Programming
Fall 2016 Primary Instructor AMS 699 Dissertation Resrch on Campus
Fall 2016 Primary Instructor AMS 701 Dissertation off Campus Intern
Spring 2015 Primary Instructor AMS 569 Probability Theory I
Spring 2015 Primary Instructor AMS 699 Dissertation Resrch on Campus
Spring 2015 Primary Instructor AMS 699 Dissertation Resrch on Campus
Fall 2015 Primary Instructor AMS 487 Research in Applied Mathematic
Fall 2015 Primary Instructor AMS 556 Dynamic Programming
Fall 2015 Primary Instructor AMS 599 Research
Fall 2015 Primary Instructor AMS 699 Dissertation Resrch on Campus
Spring 2014 Primary Instructor AMS 699 Dissertation Resrch on Campus
Summer 2014 Primary Instructor AMS 676 Applied Mathematics Internship
Fall 2014 Primary Instructor AMS 556 Dynamic Programming
Fall 2014 Primary Instructor AMS 599 Research
Fall 2014 Primary Instructor AMS 676 Applied Mathematics Internship
Fall 2014 Primary Instructor AMS 699 Dissertation Resrch on Campus
Fall 2014 Primary Instructor AMS 699 Dissertation Resrch on Campus
Fall 2014 Primary Instructor AMS 699 Dissertation Resrch on Campus
Fall 2014 Primary Instructor AMS 701 Dissertation off Campus Intern
Summer 2013 Primary Instructor AMS 800 SUMMER RESEARCH
Fall 2013 Primary Instructor AMS 507 Introduction to Probability
Fall 2013 Primary Instructor AMS 556 Dynamic Programming
Fall 2013 Primary Instructor AMS 599 Research
Fall 2013 Primary Instructor AMS 699 Dissertation Resrch on Campus
Fall 2013 Primary Instructor ECO 520 Mathematical Statistics

Honors

Type Description Year
Honors Certificate of Excellence, Town of Brookhaven, Suffolk County, NY This certificate was awarded for a successful invention
Honors Charles Hirsh Award, IEEE (Institute of Electrical and Electronics Engineers), Long Island Section. Award Citation: “For developing and implementing on Long Island, electric load forecasting methods and smart grid technologies.” Award Description: "This Award recognizes an IEEE member who has made an outstanding technical contribution that has benefited Long Island."
Honors Distinguished Professorship and election to SUNY Distinguished Academy, SUNY Board of Trustees.
Honors Fellow of INFORMS (Institute for Operations Research and Management Sciences) Award Citation: "For his fundamental contributions to the theory and practice of operations research in the areas of Markov decision processes and dynamic programming" Award Description: "INFORMS fellows are examples of outstanding lifetime achievement in operations research and the management sciences. They have demonstrated exceptional accomplishments and made significant contributions to the advancement of OR/MS over a period of time. Their service to the profession and to INFORMS has culminated in election to the INFORMS Fellow Award."
Honors Honorary Doctor, The Institute of Applied System Analysis at the National Technical University of Ukraine "Kyiv Polytechnic Institute"

Scholarly Activities

Activity Title Date
Presentation/Paper at a conference Splitting in a Finite Markov Decision Problem, The Seventh International Conference on Matrix-Analytic Methods in Stochastic Models (MAM7) June 13-16, 2011 -- Columbia University, New York, NY, USA 2012-06-14
Lecture Solving Multi-Armed Bandit Problems Using Row Operations, University of South Australia, Distinguished Lecturer Series in Mathematics and Applications 2012-05-25
Presentation/Paper at another Univ. Splitting Occupation Vectors in Finite Markov Decision Processes. Flinders University, Adelaide, South Australia 2012-05-23
Presentation/Paper at a conference A Parallel Rolling Horizon Scheme for Large Scale Security Constrained Unit Commitment Problems with Wind Power Generation, The Second International Conference on Smart Grids, Green Communications and IT Energy-aware Technologies, March 25-30, 2012, St. Maarten. 2012-03-26
Lecture Smart Grid Optimization, Tutorial at ENERGY 2012: The Second International Conference on Smart Grids, Green Communications and IT Energy-aware Technologies, March 25-30, 2012, St. Maarten. 2012-03-25
Presentation/Paper at a conference Switching on and off the full capacity of an M/M/infty queue,50th IEEE Conference on Decision and Control and European Control Conference, Orlando, Fl, December 12-15, 2011 2011-12-15
Presentation/Paper at a conference Switching on and off the full capacity of an M/M/infty queue, INFORMS Annual Meeting, Charlotte, NC, November 13-16, 2011 2011-11-14
Presentation/Paper at a conference A Rolling Horizon Approach to Distribution Feeder Reconfiguration with Switching Costs, The Second IEEE International Conference on Smart Grid Communications, Brussels, Belgium, 17-20 October 2011, 2011-10-19
Presentation/Paper at a conference Smart Grid Software Applications for Distribution Network Forecasting, ENERGY 2011: The First International Conference on Smart Grids, Green Communications and IT Energy-aware Technologies, May 21-27, Venice/Mestre, Italy, 2011 2011-08-24
Presentation/Paper at a conference "On Variance Minimization for Constrained Discounted Continuous-Time Markov Decision Processes," DIMACS/CCICADA Workshop on Risk-Averse Algorithmic Decision Making, Rutgers University, NJ, May 9-11, 2011 2011-08-10
Presentation/Paper at a conference Switching on and off the full capacity of an M/M/infty queue, The Applied Probability Society Conference, July 6-8, 2011, Royal Institute of Technology (KTH),Stockholm, Sweden 2011-07-14
Presentation/Paper at a conference Optimal Admission Policies for M/M/k/N Queue with Multiple Customer Types and Holding Costs, NSF CMMI Research and Innovation Conference 2011,” Atlanta, GA, January 4-7, 2011 2011-02-06
Presentation/Paper at a conference Variance Minimization for Constrained Discounted Continuous-Time MDPs with Exponentially Distributed Stopping Times, NSF CMMI Research and Innovation Conference 2011, Atlanta, GA, January 4-7, 2011 2011-02-06
Other US Patent Number 7856369 “Frequency based methods for scheduling jobs with hard constraints,” 2010-12-21
Presentation/Paper at a conference Optimal Admission to an M/M/k/N Queue with Several Customer Types and Holding Costs, The 49th IEEE Conference on Decision and Control, Atlanta, GA, December 15-17, 2010 2010-12-16
Presentation/Paper at a conference Stochastic modeling and supercomputing for Smart Grids, Advanced Energy 2010, November 8 & 9, New York, NY 2010-12-08
Presentation/Paper at a conference Optimality of trunk reservation for an M=M=k=N queue with several types of customers and holding costs, Third Madrid Cionference on Queueing Theory, Toledo, Spain, June 28-July 1, 2010 2010-08-29
Presentation/Paper at a conference qf+EABkACAAAAHgAAAB4AAEAAAAAAAAAAAAAAAAAAAAAAAAAqwBPAAAACABodHRwczovL2luZm9y bXMuZW1lZXRpbmdzb25saW5lLmNvbS9lbWVldGluZ3MvZm9ybWJ1aWxkZXIvY2x1c3RlcnNlc3Np b25kdGwuYXNwbWFpbmZvcm0A hf8IAAEAAAo= qgI= Optimality of Trunk Reservation in an M/M/k/N Queue with Several Types of Customers and Holding Costs, ALIO-INFORMS Joint International Meeting, June 6-9, 2010, Buenos Aires, Argentina qf8MAB0ACAAAAAAA hf8IAAEAAAo= qgI= . 2010-08-06
Presentation/Paper at a conference Optimal Admission for a Queue with Several Types of Customers and Holding Costs, The Workshop on Modern Trends in Controlled Stochastic Processes, 12-16 July 2010, Liverpool, UK 2010-02-15
Presentation/Paper at a conference Optimality of trunk reservation for an M/M/k/N queue with several types of customers and holding cost, International Workshop on Applied Probability, Madrid, Spain, July 5-8, 2010 2010-02-07
Presentation/Paper at a conference Switching on and ff the full capacity of an M/M/c queue, IFORMS Annual Meeting, San Diego, CA 2009-12-14
Lecture Splitting Randomized Stationary Policies in Total-Reward MDPs, IBM Watson Research Center, Yorktown Heights, NY 2009-12-09
Lecture Splitting Randomized Stationary Policies in Total-Reward MDPs, University of Toronto, Canada 2009-12-02
Presentation/Paper at a conference Efficient Computation of Optimal Nonrandomized Policies in Constrained Average-Reward Markov Decision Processes, NSF CMMI Research and Innovation Conference, Honolulu, Hawaii 2009-08-24
Presentation/Paper at a conference On Polynomial Cases of the Unichain Classification Problem for Markov Decision Processes, The 15th INFORMS Applied Probability Conference, Ithaca, New York 2009-02-14
Presentation/Paper at a conference Compactness of the Space of Non-Randomized Policies in Countable-State Sequential Decision Processes, The 15th INFORMS Applied Probability Conference, Ithaca, New York 2009-02-12
Presentation/Paper at a conference Compactness of the Space of Non-Randomized Policies in Countable-State Sequential Decision Processes, 23rd European Conference on Operations Research, Bonn, Germany 2009-02-06
Lecture Electric Load Forecasting, University of South Australia, Adelaide, Australia 2009
Lecture Splitting Randomized Stationary Policies in Total-Reward MDPs, University of South Australia, Adelaide, Australia 2009

Professional Service

Service Title Date
Other Chair of the Scientific Advisory Committee, 2011 Advanced Energy Conference, Buffalo, NY, USA, October 12 & 13, 2011. 2011 - 2012
Other Member of the International Scientific Committee, IWAP 2012, International Workshop on Applied Probability, Jerusalem, Israel, June 11-14, 2012 2011 - 2012
Other Member of the Program Committee, INFORMS Applied Probability Society Conference, Stockholm, July 6-9, 2011. 2011 - 2012
Other Member of the Technical Program Committee, COMPUTATION TOOLS 2012, The Third International Conference on Computational Logics, Algebras, Programming, Tools, and Benchmarking, Nice, France, July 22-27, 2012 2011 - 2012
Other Member of the Technical Program Committee, ENERGY 2012, The Second International Conference on Smart Grids, Green Communications and IT Energy-aware Technologies, March 25-30, 2012, St. Maarten, Netherlands Antiles 2011 - 2012
Outside Consulting Geo Management and Logistics, Inc 2011 - 2012
Referee Participated in the NSF Operations Research Pannel 2011 - 2012
Referee Referee for Operations Resarch Letters, Operations Research, IEEE Transactions on Automatic Control 2011 - 2012
Review Boards - Agency, Institute, Gov. Member of the advisory Board, Cenre for Industrial and applied Mathematics (CIAM), University of Southern Australia 2011 - 2012
Service on Editorial Boards Associate Editor for Applied Mathematics Letters 2011 - 2012
Service on Editorial Boards Associate Editor for Mathematics of Operations Research 2011 - 2012
Service on Editorial Boards Associate Editor for Operations Research Letters 2011 - 2012
Other Member of the Program Committee, INFORMS Applied Probability Society Conference, Stockholm, July 6-9, 2011, 2010 - 2011
Outside Consulting Geo Management & Logistics, Inc 2010 - 2011
Referee Participated in the NSF Operations Research Pannel, May 2010. 2010 - 2011
Referee Referee for IEEE Transactions on Automatic Control, Optimization Letters, Mathematical Methods for Operations Resarch, Advances in Applied Probability 2010 - 2011
Review Boards - Agency, Institute, Gov. Member of the advisory Board, Cenre for Industrial and applied Mathematics (CIAM), University of Southern Australia 2010 - 2011
Service on Editorial Boards Associate Editor for Mathematics of Operations Research 2010 - 2011
Service on Editorial Boards Associate Editor for Operations Research Letters 2010 - 2011
Outside Consulting Consulted for Geo Managemewnt and Logistics, Inc. 2009 - 2010
Referee Refereed papers for IEEE Transactions on Automatic Control, Mathematics of Operations Resarch 2009 - 2010
Review Boards - Agency, Institute, Gov. Participated in two NSF Panels 2009 - 2010
Service on Editorial Boards Associate Editor for Mathematics of Operations Research 2009 - 2010
Service on Editorial Boards Associate Editor for Operations Research Letters 2009 - 2010

University Service

Service Title Date
College/University Committee Member of the University Senate Committee on Student’s Life 2011 - 2012
Departmental Committee Member of the Departmental Executive Committee 2011 - 2012
Departmental Committee Organizer and Coordinator of the Interdisciplinary Operations Research Seminar 2011 - 2012
College/University Committee Chair of the Search Committee for the Director of the Advanced Energy Center 2010 - 2011
College/University Committee Member of the University Senate Committee on Student Life 2010 - 2011
Departmental Committee Chair of the Operations Research Search Committee 2010 - 2011
Departmental Committee Coordinator of the Operations Research Ph. D. Qualifying Exam 2010 - 2011
Departmental Committee Member of the Departmental Executive Committee 2010 - 2011
Departmental Committee Member of the Departmental Graduate Committee 2010 - 2011
College/University Committee Chair of the Search Committee for a Director of the Advanced energy Center 2009 - 2010
College/University Committee Chair of the University Senate Ad Hoc Committee on Korean Campus 2009 - 2010
College/University Committee Coordinator of the Operations Research Seminar 2009 - 2010
College/University Committee Member of the University Senate Committee on Student Life 2009 - 2010
Departmental Committee Coordinator of Operation Research and Applied Probability Ph.D. Qualifying Exams 2009 - 2010
Departmental Committee Member of the Departmental Executive Committee 2009 - 2010
Departmental Committee Member of the Faculty Search Committee for Frey's Chair in Quantitative Finance 2009 - 2010
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