E-LIB Suche - Ergebnisse für: Arkin, V. I.

1

On optimal threshold stopping times for Ito diffusions:

Arkin, V. I. ; Slastnikov, A. D.
Stochastics. 93 (2020) 5 - p. 665-681 , 2020

Link: https://doi.org/10.1080/..

2

Optimality of Threshold Stopping Times for Diffusion Proces..:

Arkin, V. I.
Theory of Probability & Its Applications. 65 (2020) 3 - p. 341-358 , 2020

Link: https://doi.org/10.1137/..

3

Threshold Strategies in Optimal Stopping Problem for One-Di..:

Arkin, V. I.
Theory of Probability & Its Applications. 59 (2015) 2 - p. 311-319 , 2015

Link: https://doi.org/10.1137/..

4

Threshold stopping rules for diffusion processes and Stefan..:

Arkin, V. I. ; Slastnikov, A. D.
Doklady Mathematics. 86 (2012) 2 - p. 626-629 , 2012

Link: https://doi.org/10.1134/..

5

A Variational Approach to Optimal Stopping Problems for Dif..:

Arkin, V. I. ; Slastnikov, A. D.
Theory of Probability & Its Applications. 53 (2009) 3 - p. 467-480 , 2009

Link: https://doi.org/10.1137/..

6

Extension of the class of Markov controls:

, In: Lecture Notes in Mathematics; Multifunctions and Integrands,

Arkin, V. I. - p. 55-65 , 1984

Link: https://doi.org/10.1007/..

7

A stochastic maximum principle in control problems with dis..:

, In: Proceedings of the Third Japan — USSR Symposium on Probability Theory; Lecture Notes in Mathematics,

Arkin, V. I. ; Krecetov, L. I. - p. 692-712 , 1976

Link: https://doi.org/10.1007/..

8

CONVEXITY OF VALUES OF VECTOR INTEGRALS, THEOREMS ON MEASUR..:

Arkin, V I ; Levin, V L
Russian Mathematical Surveys. 27 (1972) 3 - p. 21-85 , 1972

Link: https://doi.org/10.1070/..

9

An infinite-dimensional analog of non-convex programming pr..:

Arkin, V. I.
Cybernetics. 3 (1969) 2 - p. 70-75 , 1969

Link: https://doi.org/10.1007/..

10

Some Extremal Problems Connected with the Theory of Search:

Arkin, V. I.
Theory of Probability & Its Applications. 10 (1965) 3 - p. 535-538 , 1965

Link: https://doi.org/10.1137/..

11

A Problem of Optimum Distribution of Search Effort:

Arkin, V. I.
Theory of Probability & Its Applications. 9 (1964) 1 - p. 159-160 , 1964

Link: https://doi.org/10.1137/..

12

Uniformly Optimal Strategies in Search Problems:

Arkin, V. I.
Theory of Probability & Its Applications. 9 (1964) 4 - p. 674-680 , 1964

Link: https://doi.org/10.1137/..

13

Variational View to Optimal Stopping Problems for Diffusion..:

Arkin, V. I ; Slastnikov, A. D
http://arxiv.org/abs/1508.01184. , 2015

Link: http://arxiv.org/abs/150..

14

Threshold Strategies in Optimal Stopping Problem for Diffus..:

Arkin, V. I ; Slastnikov, A. D
http://arxiv.org/abs/1306.1080. , 2013

Link: http://arxiv.org/abs/130..

15

Stochastic models of control and economic dynamics

Economic theory, econometrics and mathematical economics

Arkin, Vadim I. ; Arkin, Vadim Iosifovič ; Evstigneev, Igorʹ V. , 1987

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