| Publication | Date of Publication | Type |
|---|
Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns
Automation and Remote Control | 2021-06-23 | Paper |
Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization
Automation and Remote Control | 2012-03-01 | Paper |
Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization
Automation and Remote Control | 2007-06-14 | Paper |
Synthesis of dynamic regulators of reduced order for systems with random parameters
Journal of Computer and Systems Sciences International | 2005-08-24 | Paper |
Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching
Automation and Remote Control | 2005-08-08 | Paper |
Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization
Automation and Remote Control | 2005-08-08 | Paper |
Dynamic network model of managing investment portfolio under random stepwise changes in volatilities of financial assets
Automation and Remote Control | 2005-08-08 | Paper |
Dynamic network model of investment control for quadratic risk function
Automation and Remote Control | 2005-06-17 | Paper |
A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization
Automation and Remote Control | 2005-05-31 | Paper |
| scientific article; zbMATH DE number 1989757 (Why is no real title available?) | 2003-10-09 | Paper |
| scientific article; zbMATH DE number 1989783 (Why is no real title available?) | 2003-10-09 | Paper |
| scientific article; zbMATH DE number 1979679 (Why is no real title available?) | 2003-09-14 | Paper |
| scientific article; zbMATH DE number 1882433 (Why is no real title available?) | 2003-03-16 | Paper |
Robust locally optimal servo control systems
Russian Physics Journal | 2000-06-21 | Paper |
Synthesis of optimal reduced-order dynamic regulators for nonstationary linear discrete stochastic systems
Automation and Remote Control | 1999-09-23 | Paper |
Synthesis of reduced-order dynamic regulators under \(H_\infty\)-constraints
Automation and Remote Control | 1999-05-24 | Paper |
Synthesis of dynamic controllers of a reduced order with respect to a quadratic criterion
Automation and Remote Control | 1999-04-26 | Paper |
Synthesizing reduced-order estimators for discrete random-parameter systems
Journal of Computer and Systems Sciences International | 1997-02-17 | Paper |
Dimension reduction of multivariate linear systems under \(H^ \infty\) constraints
Automation and Remote Control | 1996-06-12 | Paper |
Approximate aggregation of a class of nonstationary linear stochastic systems
Automation and Remote Control | 1996-06-06 | Paper |
| scientific article; zbMATH DE number 651981 (Why is no real title available?) | 1994-11-08 | Paper |
Reduced-order dynamic regulators for deterministic and stochastic systems
Automation and Remote Control | 1994-03-20 | Paper |
| scientific article; zbMATH DE number 4148011 (Why is no real title available?) | 1989-01-01 | Paper |
Synthesis and stability of continuous and discrete low-order linear filters
Automation and Remote Control | 1989-01-01 | Paper |
Approximate aggregation of linear stochastic systems
Automation and Remote Control | 1989-01-01 | Paper |
Design and properties of a modified linear filter of lower order
Automation and Remote Control | 1985-01-01 | Paper |
A modification of a lower-order estimate and some of its properties
Automation and Remote Control | 1984-01-01 | Paper |
Method of synthesizing suboptimal filters of reduced order for digital linear dynamic systems
Automation and Remote Control | 1981-01-01 | Paper |
