Vladimir V. Dombrovskii

Publication Activity (10 Years)

Years Active: 2013-2021
Publications (10 Years): 7

Top Topics

Portfolio Optimization

Stochastic Systems

Model Predictive Control

Top Venues

Autom. Control. Comput. Sci.

Int. J. Syst. Sci.

Reliab. Comput.

Publications

Tatiana Pashinskaya, Vladimir V. Dombrovskii
Predictive Control of Investment Portfolio on the Financial Market with Hidden Regime Switching and MS VAR Model of Returns. Autom. Remote. Control. 82 (5) (2021)
Vladimir V. Dombrovskii, E. A. Andrienko
The Efficiency of Dynamic Tracking Formulation for Investment Portfolio Selection Problem. Autom. Control. Comput. Sci. 54 (2) (2020)
Vladimir V. Dombrovskii, Tatiana Pashinskaya
Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance. Int. J. Syst. Sci. 51 (16) (2020)
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)
Vladimir V. Dombrovskii, Tatyana Obyedko
Portfolio optimization in the financial market with regime switching under constraints and transaction costs using model predictive control. ECC (2015)
Vladimir V. Dombrovskii, Valery I. Smagin
Synthesis of the optimal H2/H∝ output controller with structural constraints. Autom. Control. Comput. Sci. 49 (3) (2015)
Vladimir V. Dombrovskii, Tatyana Obyedko
Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization. Autom. 54 (2015)
Vladimir V. Dombrovskii, Elena V. Chausova
Model Predictive Control for Linear Systems with Interval and Stochastic Uncertainties. Reliab. Comput. 19 (4) (2013)