V. V. Dombrovskii

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Person:664259

Available identifiers

zbMath Open dombrovskij.v-vMaRDI QIDQ664259

List of research outcomes





PublicationDate of PublicationType
Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns2021-06-23Paper
Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization2012-03-01Paper
Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization2007-06-14Paper
Synthesis of dynamic regulators of reduced order for systems with random parameters2005-08-24Paper
Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching2005-08-08Paper
Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization2005-08-08Paper
Dynamic network model of managing investment portfolio under random stepwise changes in volatilities of financial assets2005-08-08Paper
Dynamic network model of investment control for quadratic risk function2005-06-17Paper
A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization2005-05-31Paper
https://portal.mardi4nfdi.de/entity/Q44305162003-10-09Paper
https://portal.mardi4nfdi.de/entity/Q44305582003-10-09Paper
https://portal.mardi4nfdi.de/entity/Q44280522003-09-14Paper
https://portal.mardi4nfdi.de/entity/Q47975542003-03-16Paper
Robust locally optimal servo control systems2000-06-21Paper
Synthesis of optimal reduced-order dynamic regulators for nonstationary linear discrete stochastic systems1999-09-23Paper
Synthesis of reduced-order dynamic regulators under \(H_\infty\)-constraints1999-05-24Paper
Synthesis of dynamic controllers of a reduced order with respect to a quadratic criterion1999-04-26Paper
Synthesizing reduced-order estimators for discrete random-parameter systems1997-02-17Paper
Dimension reduction of multivariate linear systems under \(H^ \infty\) constraints1996-06-12Paper
Approximate aggregation of a class of nonstationary linear stochastic systems1996-06-06Paper
https://portal.mardi4nfdi.de/entity/Q43088651994-11-08Paper
Reduced-order dynamic regulators for deterministic and stochastic systems1994-03-20Paper
Synthesis and stability of continuous and discrete low-order linear filters1989-01-01Paper
Approximate aggregation of linear stochastic systems1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34783521989-01-01Paper
Design and properties of a modified linear filter of lower order1985-01-01Paper
A modification of a lower-order estimate and some of its properties1984-01-01Paper
Method of synthesizing suboptimal filters of reduced order for digital linear dynamic systems1981-01-01Paper

Research outcomes over time

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