Isaac Sonin
Affiliations: | Applied Mathematics (PhD) | University of North Carolina, Charlotte, Charlotte, NC, United States |
Area:
Applied Mathematics, StatisticsGoogle:
"Isaac Sonin"
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Publications
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| Sonin IM. (2014) Optimal stopping of seasonal observations and projection of a Markov chain Inspired by Finance: the Musiela Festschrift. 535-543 |
| Sonin IM, Steinberg C. (2012) Continue, quit, restart probability model Annals of Operations Research. 1-24 |
| Sonin IM. (2011) Optimal stopping of Markov chains and three abstract optimization problems Stochastics. 83: 405-414 |
| Presman EL, Sonin IM. (2010) On optimal stopping of random sequences modulated by Markov chain Theory of Probability and Its Applications. 54: 534-542 |
| Sonin IM. (2008) A generalized Gittins index for a Markov chain and its recursive calculation Statistics and Probability Letters. 78: 1526-1533 |
| Sonin I, Thornton J. (2002) Recursive algorithm for the fundamental/group inverse matrix of a Markov chain from an explicit formula Siam Journal On Matrix Analysis and Applications. 23: 209-224 |
| Sonin I. (1999) The elimination algorithm for the problem of optimal stopping Mathematical Methods of Operations Research. 49: 111-123 |
| Sonin I. (1999) The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem Advances in Mathematics. 145: 159-188 |
| Reiter H, Sonin I. (1996) The "Join the Club" Interpretation of Some Graph Algorithms College Mathematics Journal. 27: 54-58 |
| Sonin IM. (1991) On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion Annals of Operations Research. 29: 417-426 |