List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance International Journal of Systems Science. Principles and Applications of Systems and Integration | 2022-02-08 | Paper |
| Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection International Journal of Robust and Nonlinear Control | 2020-07-29 | Paper |
| Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions Automatica | 2018-01-23 | Paper |
| Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs Optimal Control Applications & Methods | 2018-01-05 | Paper |
| Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization Automatica | 2015-08-21 | Paper |
Research outcomes over time
This page was built for person: Vladimir Dombrovskii
