Dmitry B. Rokhlin
Identifiers
- name variant Dmitry B. Rokhlin 0.60 · backfill
Papers (23)
- Dynamic Regret for Online Regression in RKHS via Discounted VAW and Subspace Approximation cs.LG · 2026 · author #1
- Resource allocation in communication networks with large number of users: the stochastic gradient descent method math.OC · 2019 · author #1
- Robbins-Monro conditions for persistent exploration learning strategies stat.ML · 2018 · author #1
- PDE approach to the problem of online prediction with expert advice: a construction of potential-based strategies cs.LG · 2017 · author #1
- Asymptotic efficiency of the proportional compensation scheme for a large number of producers q-fin.EC · 2017 · author #1
- Asymptotic sequential Rademacher complexity of a finite function class cs.LG · 2016 · author #1
- Rational taxation in an open access fishery model math.OC · 2016 · author #1
- Optimal production and pricing strategies in a dynamic model of monopolistic firm math.OC · 2016 · author #1
- Minimax perfect stopping rules for selling an asset near its ultimate maximum q-fin.PM · 2016 · author #1
- Central limit theorem under variance uncertainty math.PR · 2015 · author #1
- Central limit theorem under uncertain linear transformations math.PR · 2015 · author #1
- Regular finite fuel stochastic control problems with exit time math.OC · 2015 · author #1
- Stochastic Perron's method for optimal control problems with state constraints math.OC · 2014 · author #1
- Verification by stochastic Perron's method in stochastic exit time control problems math.OC · 2013 · author #1
- On the dynamic programming principle for controlled diffusion processes in a cylindrical region math.OC · 2012 · author #1
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs q-fin.PM · 2011 · author #1
- A proof of the Dalang-Morton-Willinger theorem math.PR · 2008 · author #1
- Kreps-Yan theorem for Banach ideal spaces math.FA · 2008 · author #1
- Lower bounds of martingale measure densities in the Dalang-Morton-Willinger theorem math.PR · 2008 · author #1
- Asymptotic arbitrage and num\'eraire portfolios in large financial markets math.PR · 2007 · author #1
- Constructive no-arbitrage criterion under transaction costs in the case of finite discrete time math.PR · 2006 · author #1
- Martingale selection problem and asset pricing in finite discrete time math.PR · 2006 · author #1
- Martingale selection theorem for a stochastic sequence with relatively open convex values math.PR · 2006 · author #1
Mentions
Frequent Coauthors
- Anatoly Usov 2 shared papers
- Georgii Mironenko 2 shared papers
- Georgiy A. Karapetyants 1 shared papers