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Growth rate, internal rates of return and turnpikes in an investment model

Sonin, Isaac M. - In: Economic theory : official journal of the Society for … 5 (1995), pp. 383-400

Persistent link: https://www.econbiz.de/10001180196

The elimination algorithm for the problem of optimal stopping

Sonin, Isaac M. - In: Mathematical methods of operations research 49 (1999) 1, pp. 111-123

Persistent link: https://www.econbiz.de/10001415291

The expected number of intersections of a four valued bounded martingale with any level may be infinite

Gordon, Alexander; Sonin, Isaac M. - In: Optimality and risk - modern trends in mathematical …, (pp. 87-98). 2009

Persistent link: https://www.econbiz.de/10003948448

Notes on equivalent stationary policies in Markov decision processes with total rewards

Feinberg, Eugene A. - In: Mathematical methods of operations research 44 (1996) 2, pp. 205-221

Persistent link: https://www.econbiz.de/10001207352

The existence and uniqueness of Nash equilibrium point in an m-player game : "shoot later, shoot first!"

Presman, Ernst; Sonin, Isaac M. - In: International journal of game theory : official journal … 34 (2006) 2, pp. 185-205

Persistent link: https://www.econbiz.de/10003362933

Growth rate, internal rates of return and financial bubbles

Presman, Ernst; Sonin, Isaac M. - 2000

Persistent link: https://www.econbiz.de/10001611945

Some nontrivial properties of a formula for compound interest

Sonin, Isaac M.; Whitmeyer, Mark - In: Finance research letters 33 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012430948

A continuous-time model of financial clearing

Sonin, Isaac M.; Sonin, Konstantin - 2020

Persistent link: https://www.econbiz.de/10012253994

Zadači o ʺdvurukom banditeʺ v nepreryvnom vremeni

Presman, Ė. L.; Sonin, I. M. - In: Verojatnostnye processy i upravlenie, (pp. 154-204). 1978

Persistent link: https://www.econbiz.de/10002647590

A generalized Gittins index for a Markov chain and its recursive calculation

Sonin, Isaac M. - In: Statistics & Probability Letters 78 (2008) 12, pp. 1526-1533

We discuss the generalization of the classical Gittins Index for a Markov chain and propose a transparent recursive algorithm for its calculation. The foundation for this algorithm is a modified version of the Elimination algorithm proposed earlier by the author to solve the problem of optimal...

Persistent link: https://www.econbiz.de/10005313821