The best choice problem for a random number of objects EL Presman, IM Sonin Theory of Probability & Its Applications 17 (4), 657-668, 1973 | 178 | 1973 |
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 | 93 | 1990 |
A generalized Gittins index for a Markov chain and its recursive calculation IM Sonin Statistics & Probability Letters 78 (12), 1526-1533, 2008 | 69 | 2008 |
On a class of degenerate diffusion processes IM Sonin Theory of Probability & Its Applications 12 (3), 490-496, 1967 | 58 | 1967 |
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 | 44 | 1999 |
The elimination algorithm for the problem of optimal stopping I Sonin Mathematical methods of operations research 49, 111-123, 1999 | 35 | 1999 |
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 | 25 | 1976 |
Growth rate, internal rates of return and financial bubbles E Presman, IM Sonin | 24 | 2000 |
Growth rate, internal rates of return and turnpikes in an investment model IM Sonin Economic theory 5, 383-400, 1995 | 23 | 1995 |
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 | 22 | 2008 |
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 | 21 | 2006 |
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 | 20 | 2001 |
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 | 16 | 1996 |
Two simple theorems in the problems of optimal stopping IM Sonin Proc. INFORMS Appl. Prob. Conf., Atlanta, Georgia, 27-28, 1995 | 14 | 1995 |
Optimal stopping of Markov chains and three abstract optimization problems IM Sonin Stochastics An International Journal of Probability and Stochastic Processes …, 2011 | 13 | 2011 |
The asymptotic behaviour of a general finite nonhomogeneous Markov chain (the decomposition-separation theorem) I Sonin Lecture Notes-Monograph Series, 337-346, 1996 | 13 | 1996 |
On uniqueness classes for degenerating parabolic equations IM Sonin Sbornik: Mathematics 14 (4), 453-469, 1971 | 12 | 1971 |
Banks as tanks: A continuous-time model of financial clearing IM Sonin, K Sonin arXiv preprint arXiv:1705.05943, 2017 | 11 | 2017 |
POSLEDOVATELNOJE UPRAVLENIJE PO NEPOLNYM DANNYM EĽ PRESMAN, IM SONIN Nauka, 1982 | 11 | 1982 |