| Publication | Date of Publication | Type |
|---|
Diffusion approximation for symmetric birth-and-death processes with polynomial rates
Markov Processes and Related Fields | 2024-05-17 | Paper |
| Sojourn times of Markov symmetric processes in continuous time | 2022-12-04 | Paper |
On modifications of the Lindeberg and Rotar' conditions in the central limit theorem
Theory of Probability & Its Applications | 2021-02-09 | Paper |
On Lindeberg-Feller limit theorem
Doklady Mathematics | 2019-07-18 | Paper |
Solution of optimal stopping problem based on a modification of payoff function
Inspired by Finance | 2018-12-13 | Paper |
Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function
Springer Proceedings in Mathematics & Statistics | 2013-07-08 | Paper |
A new approach to the solution of optimal stopping problem in a discrete time
Stochastics | 2012-01-03 | Paper |
Optimal production control of a failure-prone machine
Annals of Operations Research | 2011-04-08 | Paper |
On optimal stopping of random sequences modulated by Markov chain
Theory of Probability & Its Applications | 2011-03-16 | Paper |
Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales
Theory of Probability & Its Applications | 2010-04-26 | Paper |
On the Kolmogorov-Prokhorov theorem on the existence of expectations of random sums
Doklady Mathematics | 2009-10-26 | Paper |
| Gittins type index theorem for randomly evolving graphs | 2006-10-23 | Paper |
The existence and uniqueness of Nash equilibrium point in an \(m\)-player game ``Shoot later, shoot first!''
International Journal of Game Theory | 2006-09-04 | Paper |
On a Stochastic Optimality of the Feedback Control in the LQG-Problem
Theory of Probability & Its Applications | 2004-12-16 | Paper |
Average cost optimal policy for a stochastic two-machine flowshop with limited work-in-process.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
| scientific article; zbMATH DE number 2015384 (Why is no real title available?) | 2004-02-25 | Paper |
| Optimal production planning in stochastic jobshops with long-run average cost | 2001-07-12 | Paper |
Average cost optimality for an unreliable two-machine flowshop with limited internal buffer
Annals of Operations Research | 2001-06-14 | Paper |
On the Iterated Logarithm Lawin a Control Problem
Theory of Probability & Its Applications | 2000-06-06 | Paper |
Asymptotically-optimum-in-distribution control actions for a linear stochastic system with a quadratic functional
Automation and Remote Control | 2000-01-09 | Paper |
| scientific article; zbMATH DE number 1247831 (Why is no real title available?) | 1999-04-11 | Paper |
Оптимальность почти наверное и по вероятности для стохастического линейно-квадратического регулятора
Teoriya Veroyatnostei i ee Primeneniya | 1998-11-12 | Paper |
| scientific article; zbMATH DE number 1111386 (Why is no real title available?) | 1998-01-29 | Paper |
Existence of optimal feedback production plans in stochastic flowshops with limited buffers
Automatica | 1997-12-17 | Paper |
| scientific article; zbMATH DE number 1060039 (Why is no real title available?) | 1997-09-10 | Paper |
RISK‐AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS<sup>1</sup>
Mathematical Finance | 1997-08-31 | Paper |
Distribution of bankruptcy time in a consumption/portfolio problem
Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
Optimal feedback production planning in a stochastic \(N\)-machine flowshop
Automatica | 1995-11-26 | Paper |
Optimality in probability and almost surely. the general scheme and a linear regulator problem
Stochastics and Stochastic Reports | 1994-01-19 | Paper |
Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
Journal of Economic Dynamics and Control | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 67288 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 47588 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 4174703 (Why is no real title available?) | 1990-01-01 | Paper |
Poisson Version of the Two-Armed Bandit Problem with Discounting
Theory of Probability & Its Applications | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 3968264 (Why is no real title available?) | 1986-01-01 | Paper |
Approximation in Variation of the Distribution of a Sum of Independent Bernoulli Variables with a Poisson Law
Theory of Probability & Its Applications | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3907463 (Why is no real title available?) | 1985-01-01 | Paper |
Approximation of Binomial Distributions by Infinitely Divisible Ones
Theory of Probability & Its Applications | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3810586 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3967731 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3831758 (Why is no real title available?) | 1982-01-01 | Paper |
Two Inequalities for Symmetric Processes and Symmetric Distributions
Theory of Probability & Its Applications | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3744199 (Why is no real title available?) | 1981-01-01 | Paper |
Equilibrium Points in a Game Related to the Best Choice Problem
Theory of Probability & Its Applications | 1975-01-01 | Paper |
On a Multidimensional Version of the Kolmogorov Uniform Limit Theorem
Theory of Probability & Its Applications | 1973-01-01 | Paper |
On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
Theory of Probability & Its Applications | 1973-01-01 | Paper |
The Best Choice Problem for a Random Number of Objects
Theory of Probability & Its Applications | 1972-01-01 | Paper |
scientific article; zbMATH DE number 3332007 (Why is no real title available?)
Mathematics of the USSR-Izvestiya | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3306400 (Why is no real title available?) | 1969-01-01 | Paper |
Boundary Problems for Sums of Lattice Random Variables, Defined on a Finite Regular Markov Chain
Theory of Probability & Its Applications | 1967-01-01 | Paper |
| scientific article; zbMATH DE number 3255254 (Why is no real title available?) | 1966-01-01 | Paper |
On Waiting Time for Many-Server Queueing Systems
Theory of Probability & Its Applications | 1965-01-01 | Paper |
| scientific article; zbMATH DE number 3230912 (Why is no real title available?) | 1964-01-01 | Paper |
