V. V. Dombrovskii

Available identifiers

zbMath Open dombrovskij.v-vMaRDI QIDQ664259

List of research outcomes

Publication	Date of Publication	Type
Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns	2021-06-23	Paper
Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization	2012-03-01	Paper
Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization	2007-06-14	Paper
Synthesis of dynamic regulators of reduced order for systems with random parameters	2005-08-24	Paper
Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching	2005-08-08	Paper
Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization	2005-08-08	Paper
Dynamic network model of managing investment portfolio under random stepwise changes in volatilities of financial assets	2005-08-08	Paper
Dynamic network model of investment control for quadratic risk function	2005-06-17	Paper
A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization	2005-05-31	Paper
https://portal.mardi4nfdi.de/entity/Q4430516	2003-10-09	Paper
https://portal.mardi4nfdi.de/entity/Q4430558	2003-10-09	Paper
https://portal.mardi4nfdi.de/entity/Q4428052	2003-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q4797554	2003-03-16	Paper
Robust locally optimal servo control systems	2000-06-21	Paper
Synthesis of optimal reduced-order dynamic regulators for nonstationary linear discrete stochastic systems	1999-09-23	Paper
Synthesis of reduced-order dynamic regulators under \(H_\infty\)-constraints	1999-05-24	Paper
Synthesis of dynamic controllers of a reduced order with respect to a quadratic criterion	1999-04-26	Paper
Synthesizing reduced-order estimators for discrete random-parameter systems	1997-02-17	Paper
Dimension reduction of multivariate linear systems under \(H^ \infty\) constraints	1996-06-12	Paper
Approximate aggregation of a class of nonstationary linear stochastic systems	1996-06-06	Paper
https://portal.mardi4nfdi.de/entity/Q4308865	1994-11-08	Paper
Reduced-order dynamic regulators for deterministic and stochastic systems	1994-03-20	Paper
Synthesis and stability of continuous and discrete low-order linear filters	1989-01-01	Paper
Approximate aggregation of linear stochastic systems	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3478352	1989-01-01	Paper
Design and properties of a modified linear filter of lower order	1985-01-01	Paper
A modification of a lower-order estimate and some of its properties	1984-01-01	Paper
Method of synthesizing suboptimal filters of reduced order for digital linear dynamic systems	1981-01-01	Paper

Research outcomes over time

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