A Simple Model for Targeting Industrial Investments with Subsidies and Taxes von Rokhlin, Dmitry B., Ougolnitsky, Gennady A.

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Paradoxes of Competition in Periodic Environments: Delta Functions in Ecological Models von Il’ichev, Vitaly G., Rokhlin, Dmitry B.

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Internal Prices and Optimal Exploitation of Natural Resources von Il’ichev, Vitaly G., Rokhlin, Dmitry B.

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Rational taxation in an open access fishery model von Rokhlin, Dmitry B., Usov, Anatoly

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Relative utility bounds for empirically optimal portfolios von Rokhlin, Dmitry B.

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On the game interpretation of a shadow price process in utility maximization problems under transaction costs von Rokhlin, Dmitry B.

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SOLO FTRL ALGORITHM FOR PRODUCTION MANAGEMENT WITH TRANSFER PRICES von Rokhlin, Dmitry B., Ougolnitsky, Gennady A.

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Asymptotic sequential Rademacher complexity of a finite function class von Rokhlin, Dmitry B.

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Optimal production and pricing strategies in a dynamic model of monopolistic firm von Rokhlin, Dmitry B., Mironenko, Georgii

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Regular finite fuel stochastic control problems with exit time von Rokhlin, Dmitry B., Mironenko, Georgii

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Verification by Stochastic Perron's Method in stochastic exit time control problems von Rokhlin, Dmitry B.

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ONLINE LEARNING IN A ONE-DIMENSIONAL PERIODIC QUADRATIC VARIATIONAL PROBLEM WITH AN ADVERSARIAL EXTERNAL FORCE von Rokhlin, Dmitry B., Gurtovaya, Olga V.

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Central limit theorem under uncertain linear transformations von Rokhlin, Dmitry B.

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Minimax perfect stopping rules for selling an asset near its ultimate maximum von Rokhlin, Dmitry B.

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Asymptotic arbitrage and numéraire portfolios in large financial markets von Rokhlin, Dmitry B.

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PDE APPROACH TO THE PROBLEM OF ONLINE PREDICTION WITH EXPERT ADVICE: A CONSTRUCTION OF POTENTIAL-BASED STRATEGIES von Rokhlin, D.B.

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Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem von Rokhlin, Dmitry B.

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Central limit theorem under variance uncertainty von Rokhlin, Dmitry

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Stochastic Perron's method for optimal control problems with state constraints von Rokhlin, Dmitry

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Robbins–Monro Conditions for Persistent Exploration Learning Strategies von Rokhlin, Dmitry B.

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