The following pages link to Dmitry B. Rokhlin (Q328522):
Displaying 47 items.
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
- Asymptotic sequential Rademacher complexity of a finite function class (Q517475) (← links)
- (Q891000) (redirect page) (← links)
- On the dynamic programming principle for controlled diffusion processes in a cylindrical region (Q891001) (← links)
- Central limit theorem under variance uncertainty (Q894492) (← links)
- Central limit theorem under uncertain linear transformations (Q900948) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- The asymptotic form of the fundamental solution of the equation of the propagation of perturbations in a one-dimensional medium with low viscosity (Q1369996) (← links)
- Impact on a planar body floating on the surface of a thin layer of an inviscid incompressible fluid (Q1571220) (← links)
- Minimax perfect stopping rules for selling an asset near its ultimate maximum (Q1686562) (← links)
- Stackelberg equilibrium in a dynamic stimulation model with complete information (Q1796245) (← links)
- On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
- Optimal incentive strategy in a Markov game with multiple followers (Q2008309) (← links)
- Relative utility bounds for empirically optimal portfolios (Q2040434) (← links)
- Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
- The Kreps--Yan theorem for \(L^\infty\) (Q2368394) (← links)
- Optimal production and pricing strategies in a dynamic model of monopolistic firm (Q2396900) (← links)
- Martingale selection problem and asset pricing in finite discrete time (Q2461006) (← links)
- A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737) (← links)
- A note on lower bounds of martingale measure densities (Q2505489) (← links)
- Stochastic Perron's method for optimal control problems with state constraints (Q2514463) (← links)
- Recurrence Relations for Price Bounds of Contingent Claims in Discrete Time Market Models (Q2882763) (← links)
- Lower Bounds of Martingale Measure Densities in the Dalang–Morton–Willinger Theorem (Q3061299) (← links)
- (Q3186868) (← links)
- Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method (Q3389450) (← links)
- A Martingale Selection Problem in the Finite Discrete‐Time Case (Q3429692) (← links)
- Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time (Q3521328) (← links)
- Equivalent supermartingale densities and measures in discrete time infinite horizon market models (Q3556748) (← links)
- (Q4220782) (← links)
- (Q4228894) (← links)
- (Q4517346) (← links)
- (Q4528943) (← links)
- (Q4678532) (← links)
- (Q4788006) (← links)
- (Q4812202) (← links)
- (Q4936710) (← links)
- (Q4950286) (← links)
- Rational taxation in an open access fishery model (Q4971693) (← links)
- Asymptotic efficiency of the proportional compensation scheme for a large number of producers (Q4987799) (← links)
- Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem (Q5014532) (← links)
- Optimal Incentive Strategy in a Continuous Time Inverse Stackelberg Game (Q5048478) (← links)
- (Q5234199) (← links)
- $Q$-Learning in a Stochastic Stackelberg Game between an Uninformed Leader and a Naive Follower (Q5380530) (← links)
- Kreps-Yan theorem for Banach ideal spaces (Q5391540) (← links)
- An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints (Q5700645) (← links)
- SOLO FTRL algorithm for production management with transfer prices (Q6147818) (← links)
