Vladimir Dombrovskii

Available identifiers

Publication	Date of Publication	Type
Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance	2022-02-08	Paper
Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection	2020-07-29	Paper
Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions	2018-01-23	Paper
Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs	2018-01-05	Paper
Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization	2015-08-21	Paper

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