Doncho S. Donchev

Available identifiers

Publication	Date of Publication	Type
Exit probability levels of diffusion processes	2017-02-22	Paper
Random Series with Time-Varying Discounting	2011-11-18	Paper
Brownian motion hitting probabilities for general two-sided square-root boundaries	2010-05-28	Paper
An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary	2007-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q4423165	2003-08-25	Paper
Exact solution of the Bellman equation for a \(\beta\)-discounted reward in a two-armed bandit with switching arms	2000-02-14	Paper
A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process	1999-08-02	Paper
On the two-armed bandit problem with non-observed Poissonian switching of arms.	1998-01-01	Paper
Average optimality in a Poissonian bandit with switching arms	1997-08-05	Paper

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