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You are here: Home Departments Probability, Operations Research and Statistics Assoc. Prof. Doncho Donchev, Ph. D. Publications of Assoc. Prof. Doncho Donchev

Publications of Assoc. Prof. Doncho Donchev



  1. Д. Дончев (1990): К задаче о двуруком бандите с непрерывным временем при наличии постепенных и импульсных управлений, Успехи математических наук, т.45, вып. 1, 171-172
  2. D. Donchev (1995): An example of optimal switching between a Wiener process and a deterministic motion with a non-zero switching cost, Mathematical Methods of  Operations Research, v. 41, 57-70
  3. D. Donchev (1995): Factorization, basic notions and applications, Mathematical Methods of  Operations Research, v. 42, 231-248
  4. D. Donchev (1995): Conditions for equivalence of probability measures generated by two countable Markov chains, Comptes rendus de l’Academie bulgare des Sciences, v. 48, 21-24
  5. D. Donchev and A. Yushkevich (1997): Average optimality in a Poissonian bandit with switching arms, Mathematical Methods of  Operations Research, v. 45, 265-280
  6. D. Donchev (1998): On the two-armed bandit problem with non-observed Poissonian switching of arms, Mathematical Methods of  Operations Research, v. 47, 401-422
  7. D. Donchev (1998): A system of functional-differential equations associated with the optimal detection problem of jump times of a Poisson process, JAMSA,  v. 11, 27-41
  8. D. Donchev (1999): Exact solution of the Bellman equation for a β-discounted reward in a two-armed bandit with switching arms, JAMSA, v. 12, 151-160
  9. D. Donchev, S. Rachev and D. Steigerwald (2002): Journal of Computational Analysis and Applications, v. 4, 269-312
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