D. Rokhlin

发表

Optimal production and pricing strategies in a dynamic model of monopolistic firm

D. Rokhlin, G. Mironenko, 2016, 1601.04264.

Resource allocation in communication networks with large number of users: the stochastic gradient descent method.

D. Rokhlin, 2019, 1905.04382.

Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time

D. Rokhlin, 2006, math/0603284.

Central limit theorem under uncertain linear transformations

D. Rokhlin, 2015, 1505.01084.

Stochastic Perron's method for optimal control problems with state constraints

Dmitry B. Rokhlin, D. Rokhlin, 2014, 1405.4252.

ON THE DYNAMIC PROGRAMMING PRINCIPLE FOR CONTROLLED DIFFUSION PROCESSES IN A CYLINDRICAL REGION

D. Rokhlin, 2012, 1212.2191.

A theorem on martingale selection for relatively open convex set-valued random sequences

D. Rokhlin, 2007 .

Martingale selection theorem for a stochastic sequence with relatively open convex values

D. Rokhlin, 2006, math/0602587.

Martingale selection problem and asset pricing in finite discrete time

D. Rokhlin, 2006, math/0602594.

An Extended Version of the Dalang-Morton-Willinger Theorem under Portfolio Constraints

D. Rokhlin, 2005 .

Rational taxation in an open access fishery model

D. Rokhlin, A. Usov, 2016, 1602.07123.

Internal Prices and Optimal Exploitation of Natural Resources

V. G. Il’ichev, D. Rokhlin, 2022, Mathematics.

Stackelberg Equilibrium in a Dynamic Stimulation Model with Complete Information

D. Rokhlin, G. Ougolnitsky, 2018, Automation and Remote Control.

The Kreps-Yan theorem for $L^\infty$

D. Rokhlin, 2004, math/0412551.

On the game interpretation of a shadow price process in utility maximization problems under transaction costs

D. Rokhlin, 2013, Finance and Stochastics.

Regular finite fuel stochastic control problems with exit time

D. Rokhlin, G. Mironenko, 2016, Mathematical Methods of Operations Research.

A note on lower bounds of martingale measure densities

W. Schachermayer, D. Rokhlin, 2005, math/0505411.

Asymptotic arbitrage and numéraire portfolios in large financial markets

D. Rokhlin, 2007, Finance Stochastics.

SOLO FTRL ALGORITHM FOR PRODUCTION MANAGEMENT WITH TRANSFER PRICES

Dmitry B. Rokhlin, Gennady A. Ougolnitsky, D. Rokhlin, 2021, Journal of Mathematical Sciences.

Robbins-Mobro conditions for persistent exploration learning strategies pdf

Dmitry B. Rokhlin, D. Rokhlin, 2018, Modern Methods in Operator Theory and Harmonic Analysis.

Optimal Incentive Strategy in a Continuous Time Inverse Stackelberg Game

Dmitry B. Rokhlin, Gennady A. Ougolnitsky, D. Rokhlin, 2020 .

Optimal Incentive Strategy in a Markov Game with Multiple Followers

Dmitry B. Rokhlin, Gennady A. Ougolnitsky, D. Rokhlin, 2019, Static & Dynamic Game Theory: Foundations & Applications.

Stackelberg Equilibrium in a Dynamic Stimulation Model with Complete Information

Guennady A. Ougolnitsky, Dmitry B. Rokhlin, D. Rokhlin, 2018, Autom. Remote. Control..

Regular finite fuel stochastic control problems with exit time

Dmitry B. Rokhlin, Georgii Mironenko, D. Rokhlin, 2015, Math. Methods Oper. Res..

Relative utility bounds for empirically optimal portfolios

Dmitry B. Rokhlin, D. Rokhlin, 2020, Mathematical Methods of Operations Research.

Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem

D. Rokhlin, 2021, Operator Theory and Harmonic Analysis.

The asymptotic form of the spectrum of tidal Kelvin waves trapped by a boundary at large values of the lamb parameter

D. Rokhlin, 1999 .

PDE approach to the problem of online prediction with expert advice: a construction of potential-based strategies pdf

Dmitry B. Rokhlin, D. Rokhlin, 2017, ArXiv.

Asymptotic sequential Rademacher complexity of a finite function class

D. Rokhlin, 2016, Archiv der Mathematik.

Asymptotic sequential Rademacher complexity of a finite function class

Dmitry B. Rokhlin, D. Rokhlin, 2016, ArXiv.

Central limit theorem under variance uncertainty

D. Rokhlin, 2015, 1506.01551.

Asymptote of the basic equation for perturbation propagation in a low-viscosity two-dimensional dedium

D. Rokhlin, 1995 .

On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes

D. B. Rokhlin, D. Rokhlin, 2010 .

On the game interpretation of a shadow price process in utility maximization problems under transaction costs

Dmitry B. Rokhlin, D. Rokhlin, 2011, Finance Stochastics.

The Kreps-Yan theorem for Banach ideal spaces

D. Rokhlin, 2008, 0804.2075.