Doncho S. Donchev

Available identifiers

zbMath Open donchev.doncho-sMaRDI QIDQ973028

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Doncho S. Donchev