Dmitry B. Rokhlin

According to our database, Dmitry B. Rokhlin authored at least 11 papers between 2005 and 2021.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of eight.

2021

Relative utility bounds for empirically optimal portfolios.

Dmitry B. Rokhlin

Math. Methods Oper. Res., 2021

2018

Robbins-Mobro conditions for persistent exploration learning strategies.

Dmitry B. Rokhlin

CoRR, 2018

Stackelberg Equilibrium in a Dynamic Stimulation Model with Complete Information.

Dmitry B. Rokhlin, Guennady A. Ougolnitsky

Autom. Remote. Control., 2018

2017

Minimax perfect stopping rules for selling an asset near its ultimate maximum.

Dmitry B. Rokhlin

Optim. Lett., 2017

Asymptotic efficiency of the proportional compensation scheme for a large number of producers.

Dmitry B. Rokhlin, Anatoly Usov

CoRR, 2017

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

Dmitry B. Rokhlin

CoRR, 2017

2016

Regular finite fuel stochastic control problems with exit time.

Dmitry B. Rokhlin, Georgii Mironenko

Math. Methods Oper. Res., 2016

Asymptotic sequential Rademacher complexity of a finite function class.

Dmitry B. Rokhlin

CoRR, 2016

2013

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

Dmitry B. Rokhlin

Finance Stochastics, 2013

2008

Asymptotic arbitrage and numéraire portfolios in large financial markets.

Dmitry B. Rokhlin

Finance Stochastics, 2008

2005

The Kreps-Yan theorem for L∞.

Dmitry B. Rokhlin

Int. J. Math. Math. Sci., 2005