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Isaac Sonin
Isaac Sonin
Professor of Mathematics, Department of Mathematics and Statistics University of North Carolina at
Verified email at uncc.edu - Homepage
Title
Cited by
Cited by
Year
The best choice problem for a random number of objects
EL Presman, IM Sonin
Theory of Probability & Its Applications 17 (4), 657-668, 1973
1781973
Sequential control with incomplete information: the Bayesian approach to multi-armed bandit problems
ĖL Presman, IN Sonin, EA Medova-Dempster, MAH Dempster
(No Title), 1990
921990
A generalized Gittins index for a Markov chain and its recursive calculation
IM Sonin
Statistics & Probability Letters 78 (12), 1526-1533, 2008
692008
On a class of degenerate diffusion processes
IM Sonin
Theory of Probability & Its Applications 12 (3), 490-496, 1967
571967
The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
I Sonin
Advances in Mathematics 145 (2), 159-188, 1999
441999
The elimination algorithm for the problem of optimal stopping
I Sonin
Mathematical methods of operations research 49, 111-123, 1999
351999
Stationary and Markov policies in countable state dynamic programming
EA Fainberg, IM Sonin
Probability Theory and Mathematical Statistics: Proceedings of the Fourth …, 1983
31*1983
Equilibrium points in a game related to the best choice problem
EL Presman, IM Sonin
Theory of Probability & Its Applications 20 (4), 770-781, 1976
251976
Growth rate, internal rates of return and financial bubbles
E Presman, IM Sonin
242000
Growth rate, internal rates of return and turnpikes in an investment model
IM Sonin
Economic theory 5, 383-400, 1995
231995
The decomposition-separation theorem for finite nonhomogeneous markov chains and related problems
IM Sonin
Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz 4, 1-16, 2008
222008
The optimal stopping of a Markov chain and recursive solution of Poisson and Bellman equations
Y Kabanov, R Liptser, J Stoyanov, IM Sonin
From stochastic calculus to mathematical finance: The Shiryaev festschrift …, 2006
212006
Recursive algorithm for the fundamental/group inverse matrix of a Markov chain from an explicit formula
I Sonin, J Thornton
SIAM journal on matrix analysis and applications 23 (1), 209-224, 2001
202001
Notes on equivalent stationary policies in Markov decision processes with total rewards
EA Feinberg, IM Sonin
Mathematical methods of operations research 44, 205-221, 1996
161996
Two simple theorems in the problems of optimal stopping
IM Sonin
Proc. INFORMS Appl. Prob. Conf., Atlanta, Georgia, 27-28, 1995
141995
Optimal stopping of Markov chains and three abstract optimization problems
IM Sonin
Stochastics An International Journal of Probability and Stochastic Processes …, 2011
132011
The asymptotic behaviour of a general finite nonhomogeneous Markov chain (the decomposition-separation theorem)
I Sonin
Lecture Notes-Monograph Series, 337-346, 1996
131996
On uniqueness classes for degenerating parabolic equations
IM Sonin
Sbornik: Mathematics 14 (4), 453-469, 1971
121971
Banks as tanks: A continuous-time model of financial clearing
IM Sonin, K Sonin
arXiv preprint arXiv:1705.05943, 2017
112017
POSLEDOVATELNOJE UPRAVLENIJE PO NEPOLNYM DANNYM
EĽ PRESMAN, IM SONIN
Nauka, 1982
111982
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