Dmitry B. Rokhlin

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2025 J jnl
A hierarchical Vovk-Azoury-Warmuth forecaster with discounting for online regression in RKHS.
CoRR
Dmitry B. Rokhlin
2025 J jnl
Random feature-based double Vovk-Azoury-Warmuth algorithm for online multi-kernel learning.
CoRR
Dmitry B. Rokhlin, Olga V. Gurtovaya
2021 J jnl
Relative utility bounds for empirically optimal portfolios.
Math. Methods Oper. Res.
Dmitry B. Rokhlin
2018 J jnl
Robbins-Mobro conditions for persistent exploration learning strategies.
CoRR
Dmitry B. Rokhlin
2018 J jnl
Stackelberg Equilibrium in a Dynamic Stimulation Model with Complete Information.
Autom. Remote. Control.
Dmitry B. Rokhlin, Guennady A. Ougolnitsky
2017 J jnl
Asymptotic efficiency of the proportional compensation scheme for a large number of producers.
CoRR
Dmitry B. Rokhlin, Anatoly Usov
2017 J jnl
Minimax perfect stopping rules for selling an asset near its ultimate maximum.
Optim. Lett.
Dmitry B. Rokhlin
2017 J jnl
PDE approach to the problem of online prediction with expert advice: a construction of potential-based strategies.
CoRR
Dmitry B. Rokhlin
2016 J jnl
Asymptotic sequential Rademacher complexity of a finite function class.
CoRR
Dmitry B. Rokhlin
2016 J jnl
Regular finite fuel stochastic control problems with exit time.
Math. Methods Oper. Res.
Dmitry B. Rokhlin, Georgii Mironenko
2013 J jnl
On the game interpretation of a shadow price process in utility maximization problems under transaction costs.
Finance Stochastics
Dmitry B. Rokhlin
2008 J jnl
Asymptotic arbitrage and numéraire portfolios in large financial markets.
Finance Stochastics
Dmitry B. Rokhlin
2005 J jnl
The Kreps-Yan theorem for L∞.
Int. J. Math. Math. Sci.
Dmitry B. Rokhlin