Adaptive data-driven portfolio optimization in the non-stationary financial market under constraints

by Dombrovskii, Vladimir V. 1951-2021
Published in Вестник Томского государственного университета. Управление, вычислительная техника и информатика

Model predictive control of constrained with non linear stochastic parameters systems

by Dombrovskii, Vladimir V. 1951-2021
Published in Вестник Томского государственного университета. Управление, вычислительная техника и информатика

Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection

by Dombrovskii, Vladimir V. 1951-2021
Published in International journal of robust and nonlinear control

Portfolio optimization in the financial market with serially dependent returns under constraints

by Dombrovskii, Vladimir V. 1951-2021
Published in Вестник Томского государственного университета. Управление, вычислительная техника и информатика

Model predictive control for linear systems with interval and stochastic uncertainties

by Dombrovskii, Vladimir V. 1951-2021
Published in Reliable Computing

Synthesis of the optimal H_2/H_∞ output controller with structural constraints

by Dombrovskii, Vladimir V. 1951-2021
Published in Automatic control and computer sciences

Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization

by Dombrovskii, Vladimir V. 1951-2021
Published in Automatica

Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions

by Dombrovskii, Vladimir V. 1951-2021
Published in Automatica