The following pages link to V. V. Dombrovskii (Q664259):
Displaying 29 items.
- Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261) (← links)
- (Q751599) (redirect page) (← links)
- Approximate aggregation of linear stochastic systems (Q751600) (← links)
- A modification of a lower-order estimate and some of its properties (Q801867) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Synthesis and stability of continuous and discrete low-order linear filters (Q918935) (← links)
- Design and properties of a modified linear filter of lower order (Q1061711) (← links)
- Method of synthesizing suboptimal filters of reduced order for digital linear dynamic systems (Q1168277) (← links)
- Synthesis of dynamic controllers of a reduced order with respect to a quadratic criterion (Q1285440) (← links)
- Synthesis of optimal reduced-order dynamic regulators for nonstationary linear discrete stochastic systems (Q1287391) (← links)
- Synthesis of reduced-order dynamic regulators under \(H_\infty\)-constraints (Q1287535) (← links)
- Reduced-order dynamic regulators for deterministic and stochastic systems (Q1315701) (← links)
- Dynamic network model of investment control for quadratic risk function (Q1778598) (← links)
- A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization (Q1779092) (← links)
- Approximate aggregation of a class of nonstationary linear stochastic systems (Q1914132) (← links)
- Dimension reduction of multivariate linear systems under \(H^ \infty\) constraints (Q1914350) (← links)
- Synthesizing reduced-order estimators for discrete random-parameter systems (Q1921523) (← links)
- Robust locally optimal servo control systems (Q1968890) (← links)
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (Q2487576) (← links)
- Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching (Q2487604) (← links)
- Dynamic network model of managing investment portfolio under random stepwise changes in volatilities of financial assets (Q2487619) (← links)
- Synthesis of dynamic regulators of reduced order for systems with random parameters (Q2488076) (← links)
- (Q3478352) (← links)
- (Q4308865) (← links)
- (Q4428052) (← links)
- (Q4430516) (← links)
- (Q4430558) (← links)
- (Q4797554) (← links)
