| Publication | Date of Publication | Type |
|---|
On the dual gradient descent method for the resource allocation problem in multiagent systems
Sibirskiĭ Zhurnal Industrial'noĭ Matematiki | 2025-07-09 | Paper |
Online learning in a one-dimensional periodic quadratic variational problem with an adversarial external force
Journal of Mathematical Sciences (New York) | 2025-06-05 | Paper |
SOLO FTRL algorithm for production management with transfer prices
Journal of Mathematical Sciences (New York) | 2024-02-01 | Paper |
Optimal incentive strategy in a continuous time inverse Stackelberg game
Static & Dynamic Game Theory: Foundations & Applications | 2022-11-16 | Paper |
Out-of-sample utility bounds for empirically optimal portfolios in a single-period investment problem
Operator Theory and Harmonic Analysis | 2021-12-08 | Paper |
Relative utility bounds for empirically optimal portfolios
Mathematical Methods of Operations Research | 2021-07-14 | Paper |
Resource allocation in communication networks with large number of users: the dual stochastic gradient method
Theory of Probability & Its Applications | 2021-05-10 | Paper |
Asymptotic efficiency of the proportional compensation scheme for a large number of producers
Yugoslav Journal of Operations Research | 2021-05-04 | Paper |
Rational taxation in an open access fishery model
Archives of Control Sciences | 2020-10-12 | Paper |
| Optimal incentive strategy in a Markov game with multiple followers | 2019-11-25 | Paper |
| Optimal incentive strategy in a discounted stochastic Stackelberg game | 2019-09-25 | Paper |
\(Q\)-learning in a stochastic Stackelberg game between an uninformed leader and a naive follower
Theory of Probability & Its Applications | 2019-06-05 | Paper |
Stackelberg equilibrium in a dynamic stimulation model with complete information
Automation and Remote Control | 2018-10-17 | Paper |
Minimax perfect stopping rules for selling an asset near its ultimate maximum
Optimization Letters | 2017-12-15 | Paper |
Optimal production and pricing strategies in a dynamic model of monopolistic firm
Japan Journal of Industrial and Applied Mathematics | 2017-05-29 | Paper |
Asymptotic sequential Rademacher complexity of a finite function class
Archiv der Mathematik | 2017-03-23 | Paper |
Regular finite fuel stochastic control problems with exit time
Mathematical Methods of Operations Research | 2016-10-20 | Paper |
| Calculating optimal dividend payment, reinsurance, and investment strategies in a diffusion model | 2016-08-12 | Paper |
Central limit theorem under uncertain linear transformations
Statistics & Probability Letters | 2015-12-23 | Paper |
Central limit theorem under variance uncertainty
Electronic Communications in Probability | 2015-12-01 | Paper |
On the dynamic programming principle for controlled diffusion processes in a cylindrical region
Sibirskie Elektronnye Matematicheskie Izvestiya | 2015-11-16 | Paper |
Stochastic Perron's method for optimal control problems with state constraints
Electronic Communications in Probability | 2015-02-03 | Paper |
Verification by stochastic Perron's method in stochastic exit time control problems
Journal of Mathematical Analysis and Applications | 2014-07-17 | Paper |
On the game interpretation of a shadow price process in utility maximization problems under transaction costs
Finance and Stochastics | 2013-11-06 | Paper |
Recurrence relations for price bounds of contingent claims in discrete time market models
Theory of Probability and its Applications | 2012-05-07 | Paper |
| The Kreps-Yan theorem for Banach ideal spaces | 2011-04-06 | Paper |
The Kreps-Yan theorem for Banach ideal spaces
(available as arXiv preprint) | 2011-04-06 | Paper |
| The Kreps-Yan theorem for Banach ideal spaces | 2011-04-06 | Paper |
Lower bounds of martingale measure densities in the Dalang-Morton-Willinger theorem
Theory of Probability & Its Applications | 2010-12-14 | Paper |
On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes
Mathematical Notes | 2010-09-24 | Paper |
Equivalent supermartingale densities and measures in discrete time infinite horizon market models
Theory of Probability & Its Applications | 2010-04-26 | Paper |
Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time
Theory of Probability & Its Applications | 2008-08-21 | Paper |
Asymptotic arbitrage and numéraire portfolios in large financial markets
Finance and Stochastics | 2008-06-18 | Paper |
| A proof of the Dalang-Morton-Willinger theorem | 2008-04-21 | Paper |
A theorem on martingale selection for relatively open convex set-valued random sequences
Mathematical Notes | 2008-03-04 | Paper |
Martingale selection problem and asset pricing in finite discrete time
Electronic Communications in Probability | 2007-11-19 | Paper |
Martingale selection problem and asset pricing in finite discrete time
Electronic Communications in Probability | 2007-11-19 | Paper |
A Martingale Selection Problem in the Finite Discrete‐Time Case
Theory of Probability & Its Applications | 2007-04-02 | Paper |
A note on lower bounds of martingale measure densities
Illinois Journal of Mathematics | 2006-09-26 | Paper |
The Kreps--Yan theorem for \(L^\infty\)
International Journal of Mathematics and Mathematical Sciences | 2006-04-19 | Paper |
The Kreps--Yan theorem for \(L^\infty\)
International Journal of Mathematics and Mathematical Sciences | 2006-04-19 | Paper |
| Martingale selection theorem for a stochastic sequence with relatively open convex values | 2006-02-26 | Paper |
An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints
Theory of Probability & Its Applications | 2005-10-28 | Paper |
| scientific article; zbMATH DE number 2171007 (Why is no real title available?) | 2005-05-23 | Paper |
| scientific article; zbMATH DE number 2097453 (Why is no real title available?) | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 1855611 (Why is no real title available?) | 2003-01-19 | Paper |
| scientific article; zbMATH DE number 1564365 (Why is no real title available?) | 2001-02-13 | Paper |
| scientific article; zbMATH DE number 1534561 (Why is no real title available?) | 2000-11-21 | Paper |
| scientific article; zbMATH DE number 1440527 (Why is no real title available?) | 2000-05-08 | Paper |
| scientific article; zbMATH DE number 1396756 (Why is no real title available?) | 2000-01-31 | Paper |
| scientific article; zbMATH DE number 1228159 (Why is no real title available?) | 1999-09-07 | Paper |
| scientific article; zbMATH DE number 1257246 (Why is no real title available?) | 1999-03-01 | Paper |
Impact on a planar body floating on the surface of a thin layer of an inviscid incompressible fluid
Computational Mathematics and Mathematical Physics | 1998-01-01 | Paper |
The asymptotic form of the fundamental solution of the equation of the propagation of perturbations in a one-dimensional medium with low viscosity
Journal of Applied Mathematics and Mechanics | 1997-11-03 | Paper |
