D. B. Rokhlin, “On the dual gradient descent method for the resource allocation problem in multiagent systems”, Sib. Zh. Ind. Mat., 27:2 (2024), 80–99; J. Appl. Industr. Math., 18:2 (2024), 316–332
2021
2.
D. B. Rokhlin, “Resource allocation in communication networks with large number of users:
the dual stochastic gradient method”, Teor. Veroyatnost. i Primenen., 66:1 (2021), 129–148; Theory Probab. Appl., 66:1 (2021), 105–120
Dmitry B. Rokhlin, Gennady A. Ougolnitsky, “Optimal incentive strategy in a discounted stochastic Stackelberg game”, Contributions to Game Theory and Management, 12 (2019), 273–281
4.
D. B. Rokhlin, “$Q$-learning in a stochastic Stackelberg game between an uninformed leader and a naive follower”, Teor. Veroyatnost. i Primenen., 64:1 (2019), 53–74; Theory Probab. Appl., 64:1 (2019), 41–58
D. B. Rokhlin, G. A. Ougolnitsky, “Stackelberg equilibrium in a dynamic stimulation model with complete information”, Avtomat. i Telemekh., 2018, no. 4, 152–166; Autom. Remote Control, 79:4 (2018), 701–712
D. B. Rokhlin, G. V. Mironenko, “Calcilating optimal dividend payment, reinsurance, and investment strategies in a diffusion model”, Sib. Zh. Ind. Mat., 18:1 (2015), 110–122
2011
7.
D. B. Rokhlin, “Recurrence relations for price bounds of contingent claims in discrete time market models”, Teor. Veroyatnost. i Primenen., 56:1 (2011), 47–76; Theory Probab. Appl., 56:1 (2012), 72–95
D. B. Rokhlin, “On the Existence of an Equivalent Supermartingale Density for a Fork-Convex Family of Stochastic Processes”, Mat. Zametki, 87:4 (2010), 594–603; Math. Notes, 87:4 (2010), 556–563
D. B. Rokhlin, “Estimates from below for densities of martingale measures in the Dalang–Morton–Willinger theorem”, Teor. Veroyatnost. i Primenen., 54:3 (2009), 492–514; Theory Probab. Appl., 54:3 (2010), 447–465
D. B. Rokhlin, “Equivalent supermartingale densities and measures in discrete time infinite horizon market models”, Teor. Veroyatnost. i Primenen., 53:4 (2008), 704–731; Theory Probab. Appl., 53:4 (2009), 626–647
D. B. Rokhlin, “A Theorem on Martingale Selection for Relatively Open Convex Set-Valued Random Sequences”, Mat. Zametki, 81:4 (2007), 614–620; Math. Notes, 81:4 (2007), 543–548
D. B. Rokhlin, “Constructive no-arbitrage criterion under transaction costs in the case of finite discrete time”, Teor. Veroyatnost. i Primenen., 52:1 (2007), 41–59; Theory Probab. Appl., 52:1 (2008), 93–107
D. B. Rokhlin, “Martingale selection problem in the case of finite disrete time”, Teor. Veroyatnost. i Primenen., 50:3 (2005), 480–500; Theory Probab. Appl., 50:3 (2006), 420–435
D. B. Rokhlin, “A criterion for the absence of arbitrage in a discrete model of a securities market under convex portfolio constraints”, Sib. Zh. Ind. Mat., 7:1 (2004), 95–108
16.
D. B. Rokhlin, “An extended version of
the Dalang–Morton–Willinger theorem under
portfolio constraints”, Teor. Veroyatnost. i Primenen., 49:3 (2004), 503–521; Theory Probab. Appl., 49:3 (2005), 429–443
D. B. Rokhlin, “A criterion for the nonexistence of the asymptotic free lunch in a finite-dimensional market under convex portfolio constraints and convex transaction costs”, Sib. Zh. Ind. Mat., 5:1 (2002), 133–144
D. B. Rokhlin, “The derivative of the solution of the functional Bellman equation and the value of bioresources”, Sib. Zh. Ind. Mat., 3:1 (2000), 169–181
D. B. Rokhlin, “Impact on a planar body floating on the surface of a thin layer of an inviscid incompressible fluid”, Zh. Vychisl. Mat. Mat. Fiz., 38:8 (1998), 1368–1378; Comput. Math. Math. Phys., 38:8 (1998), 1312–1322
D. B. Rokhlin, “On the spectral problem in the theory of tides in a bounded
domain”, Dokl. Akad. Nauk, 353:5 (1997), 619–621; Dokl. Math., 42:4 (1997), 220–222
1995
21.
D. B. Rokhlin, “Asymptote of the basic equation for perturbation propagation in a low-viscosity two-dimensional dedium”, Prikl. Mekh. Tekh. Fiz., 36:1 (1995), 121–129; J. Appl. Mech. Tech. Phys., 36:1 (1995), 114–122
2013
22.
D. B. Rokhlin, “On the dynamic programming principle for controlled diffusion processes in a cylindrical region”, Sib. Èlektron. Mat. Izv., 10 (2013), 302–310
2008
23.
V. G. Iljichev, D. B. Rokhlin, “Optimal Fishing Strategy and Economy”, Math. Ed., 2008, no. 1(45), 39–45
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