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Dmitry B. Rokhlin

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affiliation: Southern Federal University, Rostov-on-Don, Russia

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2020 – today

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2021
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Dmitry B. Rokhlin:
Relative utility bounds for empirically optimal portfolios. Math. Methods Oper. Res. 93(3): 437-462 (2021)

2010 – 2019

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2018
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Dmitry B. Rokhlin, Guennady A. Ougolnitsky:
Stackelberg Equilibrium in a Dynamic Stimulation Model with Complete Information. Autom. Remote. Control. 79(4): 701-712 (2018)
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Dmitry B. Rokhlin:
Robbins-Mobro conditions for persistent exploration learning strategies. CoRR abs/1808.00245 (2018)
2017
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Dmitry B. Rokhlin:
Minimax perfect stopping rules for selling an asset near its ultimate maximum. Optim. Lett. 11(8): 1743-1756 (2017)
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Dmitry B. Rokhlin, Anatoly Usov:
Asymptotic efficiency of the proportional compensation scheme for a large number of producers. CoRR abs/1701.06038 (2017)
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Dmitry B. Rokhlin:
PDE approach to the problem of online prediction with expert advice: a construction of potential-based strategies. CoRR abs/1705.01091 (2017)
2016
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Dmitry B. Rokhlin, Georgii Mironenko:
Regular finite fuel stochastic control problems with exit time. Math. Methods Oper. Res. 84(1): 105-127 (2016)
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Dmitry B. Rokhlin:
Asymptotic sequential Rademacher complexity of a finite function class. CoRR abs/1605.03843 (2016)
2013
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Dmitry B. Rokhlin:
On the game interpretation of a shadow price process in utility maximization problems under transaction costs. Finance Stochastics 17(4): 819-838 (2013)

2000 – 2009

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2008
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Dmitry B. Rokhlin:
Asymptotic arbitrage and numéraire portfolios in large financial markets. Finance Stochastics 12(2): 173-194 (2008)
2005
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Dmitry B. Rokhlin:
The Kreps-Yan theorem for L∞. Int. J. Math. Math. Sci. 2005(17): 2749-2756 (2005)

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