|
|
Publications in Math-Net.Ru
-
Optimality of threshold stopping times for diffusion processes
Teor. Veroyatnost. i Primenen., 65:3 (2020), 437–459
-
Threshold strategies for optimal stopping problems for one-dimensional diffusion processes
Teor. Veroyatnost. i Primenen., 59:2 (2014), 365–374
-
A Variational Approach to Optimal Stopping Problems for Diffusion Processes
Teor. Veroyatnost. i Primenen., 53:3 (2008), 516–533
-
The existence of equilibrium transitional processes under a change
in an economic mechanism
Dokl. Akad. Nauk, 339:2 (1994), 179–181
-
Necessary optimality conditions in control problems for stochastic differential equations
Dokl. Akad. Nauk SSSR, 244:1 (1979), 11–15
-
Convexity of values of vector integrals, theorems on measurable choice and variational problems
Uspekhi Mat. Nauk, 27:3(165) (1972), 21–77
-
A variational problem with functions of several variables and operator restrictions: The maximum principle and existence theorem
Dokl. Akad. Nauk SSSR, 200:1 (1971), 9–12
-
Extreme points of a certain set of measurable vector functions of several variables and convexity of the values of vector integrals
Dokl. Akad. Nauk SSSR, 199:6 (1971), 1223–1226
-
Some extremal problems connected with the theory of search
Teor. Veroyatnost. i Primenen., 10:3 (1965), 593–596
-
On the determination of optimal controls
Trudy Mat. Inst. Steklov., 71 (1964), 21–25
-
A problem of optimal search
Trudy Mat. Inst. Steklov., 71 (1964), 17–20
-
Uniformly-Optimal Strategies in Search Problems
Teor. Veroyatnost. i Primenen., 9:4 (1964), 746–753
-
A Problem of Optimum Distribution of Search Effort
Teor. Veroyatnost. i Primenen., 9:1 (1964), 179–180
-
Information on the International conference «Stochastic optimization»
Teor. Veroyatnost. i Primenen., 30:3 (1985), 618–619
© , 2026