Publications in Math-Net.Ru
-
Optimal multiple stopping with sum-payoff
Teor. Veroyatnost. i Primenen., 57:2 (2012), 384–395
-
Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation
Teor. Veroyatnost. i Primenen., 54:1 (2009), 80–96
-
Approximate optimal stopping of dependent sequences
Teor. Veroyatnost. i Primenen., 48:3 (2003), 557–575
-
On Upper and Lower Prices in Discrete-Time Models
Trudy Mat. Inst. Steklova, 237 (2002), 143–148
-
On a best choice problem for discounted sequences
Teor. Veroyatnost. i Primenen., 45:4 (2000), 789–792
-
On the Monge–Kantorovich duality theorem
Teor. Veroyatnost. i Primenen., 45:2 (2000), 403–409
-
Closedness of sum spaces and the generalized Schrödinger problem
Teor. Veroyatnost. i Primenen., 42:3 (1997), 576–590
-
Rate of Convergence for Sums and Maxima and Doubly Ideal Metrics
Teor. Veroyatnost. i Primenen., 37:2 (1992), 276–289
-
A transformation property of minimal metrics
Teor. Veroyatnost. i Primenen., 35:1 (1990), 131–137
© , 2024