The following pages link to Vladimir Dombrovskii (Q490848):
Displaying 5 items.
- Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850) (← links)
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection (Q3300432) (← links)
- Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs (Q4599836) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
