Elena A. Shelemekh

Publication Activity (10 Years)

Years Active: 2015-2020
Publications (10 Years): 5

Top Topics

Markov Decision Process

Upper And Lower Bounds

Optimal Stopping

Top Venues

Autom. Remote. Control.

Publications

Oleg V. Zverev, Vladimir M. Khametov, Elena A. Shelemekh
Optimal Stopping Time for Geometric Random Walks with Power Payoff Function. Autom. Remote. Control. 81 (7) (2020)
K. G. Garaev, A. S. Arkhipov, Konstantin V. Semenikhin, Oleg V. Zverev, Vladimir M. Khametov, Elena A. Shelemekh, P. Sh. Geidarov, Julia P. Emelianova, Aleksey I. Peschansky, Gennady I. Algazin, Daria G. Algazina, Abdykappar A. Ashimov, Yuriy V. Borovskiy, Mukhit Onalbekov, Alexey S. Shvedov, Yuri S. Popkov, Alexey Yu. Popkov, Yu. A. Dubnov, Fuad T. Aleskerov, D. N. Tverskoi, Vladimir N. Burkov, Anver K. Enaleev, Vladimir I. Strogonov, Denis N. Fedyanin, S. V. Ratner, Yuliya V. Chirkova
Erratum to: The following articles were tagged as Open Access articles incorrectly, all of these articles are regular articles. Autom. Remote. Control. 81 (12) (2020)
Vladimir M. Khametov, Elena A. Shelemekh
Upper and Lower Bounds of Optimal Stopping for a Random Sequence: The Case of Finite Horizon. Autom. Remote. Control. 80 (3) (2019)
Vladimir M. Khametov, Elena A. Shelemekh
Extremal measures and hedging in American options. Autom. Remote. Control. 77 (6) (2016)
Vladimir M. Khametov, Elena A. Shelemekh
Superhedging of American options on an incomplete market with discrete time and finite horizon. Autom. Remote. Control. 76 (9) (2015)