Rokhlin Dmitry Borisovich

Publications in Math-Net.Ru

1. On the dual gradient descent method for the resource allocation problem in multiagent systems
   
   Sib. Zh. Ind. Mat., 27:2 (2024),  80–99
2. Resource allocation in communication networks with large number of users: the dual stochastic gradient method
   
   Teor. Veroyatnost. i Primenen., 66:1 (2021),  129–148
3. Optimal incentive strategy in a discounted stochastic Stackelberg game
   
   Contributions to Game Theory and Management, 12 (2019),  273–281
4. $Q$-learning in a stochastic Stackelberg game between an uninformed leader and a naive follower
   
   Teor. Veroyatnost. i Primenen., 64:1 (2019),  53–74
5. Stackelberg equilibrium in a dynamic stimulation model with complete information
   
   Avtomat. i Telemekh., 2018, no. 4,  152–166
6. Calcilating optimal dividend payment, reinsurance, and investment strategies in a diffusion model
   
   Sib. Zh. Ind. Mat., 18:1 (2015),  110–122
7. Recurrence relations for price bounds of contingent claims in discrete time market models
   
   Teor. Veroyatnost. i Primenen., 56:1 (2011),  47–76
8. On the Existence of an Equivalent Supermartingale Density for a Fork-Convex Family of Stochastic Processes
   
   Mat. Zametki, 87:4 (2010),  594–603
9. The Kreps–Yan theorem for Banach ideal spaces
   
   Sibirsk. Mat. Zh., 50:1 (2009),  199–204
10. Estimates from below for densities of martingale measures in the Dalang–Morton–Willinger theorem
    
    Teor. Veroyatnost. i Primenen., 54:3 (2009),  492–514
11. Equivalent supermartingale densities and measures in discrete time infinite horizon market models
    
    Teor. Veroyatnost. i Primenen., 53:4 (2008),  704–731
12. A Theorem on Martingale Selection for Relatively Open Convex Set-Valued Random Sequences
    
    Mat. Zametki, 81:4 (2007),  614–620
13. Constructive no-arbitrage criterion under transaction costs in the case of finite discrete time
    
    Teor. Veroyatnost. i Primenen., 52:1 (2007),  41–59
14. Martingale selection problem in the case of finite disrete time
    
    Teor. Veroyatnost. i Primenen., 50:3 (2005),  480–500
15. A criterion for the absence of arbitrage in a discrete model of a securities market under convex portfolio constraints
    
    Sib. Zh. Ind. Mat., 7:1 (2004),  95–108
16. An extended version of the Dalang–Morton–Willinger theorem under portfolio constraints
    
    Teor. Veroyatnost. i Primenen., 49:3 (2004),  503–521
17. A criterion for the nonexistence of the asymptotic free lunch in a finite-dimensional market under convex portfolio constraints and convex transaction costs
    
    Sib. Zh. Ind. Mat., 5:1 (2002),  133–144
18. The derivative of the solution of the functional Bellman equation and the value of bioresources
    
    Sib. Zh. Ind. Mat., 3:1 (2000),  169–181
19. Impact on a planar body floating on the surface of a thin layer of an inviscid incompressible fluid
    
    Zh. Vychisl. Mat. Mat. Fiz., 38:8 (1998),  1368–1378
20. On the spectral problem in the theory of tides in a bounded domain
    
    Dokl. Akad. Nauk, 353:5 (1997),  619–621
21. Asymptote of the basic equation for perturbation propagation in a low-viscosity two-dimensional dedium
    
    Prikl. Mekh. Tekh. Fiz., 36:1 (1995),  121–129


22. On the dynamic programming principle for controlled diffusion processes in a cylindrical region
    
    Sib. Èlektron. Mat. Izv., 10 (2013),  302–310
23. Optimal Fishing Strategy and Economy
    
    Math. Ed., 2008, no. 1(45),  39–45