Maria Samorodova

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Stochastic Systems

Model Predictive Control

Top Venues

Publications

Anatoly A. Nazarov, Maria Samorodova
Asymptotic Waiting Time Analysis of a M/GI/1 RQ System. DCCN (2021)
Vladimir V. Dombrovskii, Tatyana Obyedko, Maria Samorodova
Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions. Autom. 87 (2018)