Dmitry B. Rokhlin

Available identifiers

zbMath Open rokhlin.dmitry-bMaRDI QIDQ328522

List of research outcomes

Publication	Date of Publication	Type
SOLO FTRL algorithm for production management with transfer prices	2024-02-01	Paper
Optimal Incentive Strategy in a Continuous Time Inverse Stackelberg Game	2022-11-16	Paper
Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem	2021-12-08	Paper
Relative utility bounds for empirically optimal portfolios	2021-07-14	Paper
Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method	2021-05-10	Paper
Asymptotic efficiency of the proportional compensation scheme for a large number of producers	2021-05-04	Paper
Rational taxation in an open access fishery model	2020-10-12	Paper
Optimal incentive strategy in a Markov game with multiple followers	2019-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q5234199	2019-09-25	Paper
$Q$-Learning in a Stochastic Stackelberg Game between an Uninformed Leader and a Naive Follower	2019-06-05	Paper
Stackelberg equilibrium in a dynamic stimulation model with complete information	2018-10-17	Paper
Minimax perfect stopping rules for selling an asset near its ultimate maximum	2017-12-15	Paper
Optimal production and pricing strategies in a dynamic model of monopolistic firm	2017-05-29	Paper
Asymptotic sequential Rademacher complexity of a finite function class	2017-03-23	Paper
Regular finite fuel stochastic control problems with exit time	2016-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q3186868	2016-08-12	Paper
Central limit theorem under uncertain linear transformations	2015-12-23	Paper
Central limit theorem under variance uncertainty	2015-12-01	Paper
On the dynamic programming principle for controlled diffusion processes in a cylindrical region	2015-11-16	Paper
Stochastic Perron's method for optimal control problems with state constraints	2015-02-03	Paper
Verification by stochastic Perron's method in stochastic exit time control problems	2014-07-17	Paper
On the game interpretation of a shadow price process in utility maximization problems under transaction costs	2013-11-06	Paper
Recurrence Relations for Price Bounds of Contingent Claims in Discrete Time Market Models	2012-05-07	Paper
Kreps-Yan theorem for Banach ideal spaces	2011-04-06	Paper
Lower Bounds of Martingale Measure Densities in the Dalang–Morton–Willinger Theorem	2010-12-14	Paper
On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes	2010-09-24	Paper
Equivalent supermartingale densities and measures in discrete time infinite horizon market models	2010-04-26	Paper
Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time	2008-08-21	Paper
Asymptotic arbitrage and numéraire portfolios in large financial markets	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	2008-03-04	Paper
Martingale selection problem and asset pricing in finite discrete time	2007-11-19	Paper
A Martingale Selection Problem in the Finite Discrete‐Time Case	2007-04-02	Paper
A note on lower bounds of martingale measure densities	2006-09-26	Paper
The Kreps--Yan theorem for \(L^\infty\)	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	2005-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4678532	2005-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q4812202	2004-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q4788006	2003-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q4528943	2001-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q4517346	2000-11-21	Paper
https://portal.mardi4nfdi.de/entity/Q4950286	2000-05-08	Paper
https://portal.mardi4nfdi.de/entity/Q4936710	2000-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q4220782	1999-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q4228894	1999-03-01	Paper
Impact on a planar body floating on the surface of a thin layer of an inviscid incompressible fluid	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	1997-11-03	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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