Dombrovskii Vladimir Valentinovich

Publications in Math-Net.Ru

1. Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns
   
   Avtomat. i Telemekh., 2021, no. 5,  124–138
2. Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization
   
   Avtomat. i Telemekh., 2011, no. 5,  96–112
3. Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization
   
   Avtomat. i Telemekh., 2006, no. 12,  71–85
4. Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching
   
   Avtomat. i Telemekh., 2005, no. 5,  175–189
5. Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization
   
   Avtomat. i Telemekh., 2005, no. 4,  84–97
6. A Linear Quadratic Control for Discrete Systems with Random Parameters and Multiplicative Noise and Its Application to Investment Portfolio Optimization
   
   Avtomat. i Telemekh., 2003, no. 10,  50–65
7. Dynamic Network Model of Managing Investment Portfolio under Random Stepwise Changes in Volatilities of Financial Assets
   
   Avtomat. i Telemekh., 2003, no. 7,  77–86
8. Dynamic Network Model of Investment Control for Quadratic Risk Function
   
   Avtomat. i Telemekh., 2002, no. 2,  119–128
9. Synthesis of Reduced-Order Dynamic Regulators under $H_{\infty}$-Constraints
   
   Avtomat. i Telemekh., 1996, no. 11,  10–17
10. Synthesis of Optimal Dynamic Controllers of Reduced Order for Nonstationary Discrete Stochastic Linear Systems
    
    Avtomat. i Telemekh., 1996, no. 4,  79–86
11. Synthesis of dynamic controllers of a reduced order with respect to a quadratic criterion
    
    Avtomat. i Telemekh., 1995, no. 7,  43–50
12. Lowering the order of linear multidimensional systems with $H^{\infty}$ constrain
    
    Avtomat. i Telemekh., 1994, no. 4,  123–132
13. Approximate aggregation of a class of time-dependent linear stochastic systems
    
    Avtomat. i Telemekh., 1994, no. 3,  70–75
14. Dynamic controllers of reduced order for deterministic and stochastic systems
    
    Avtomat. i Telemekh., 1991, no. 11,  87–95
15. On design and stability of continuous and digital lower-order linear filters
    
    Avtomat. i Telemekh., 1989, no. 11,  91–99
16. On approximate aggregation of linear stochastic systems
    
    Avtomat. i Telemekh., 1989, no. 7,  102–109
17. Synthesis and properties of a modified linear reduced-order filter
    
    Avtomat. i Telemekh., 1985, no. 2,  73–78
18. On a version and properties of a lower-order estimate
    
    Avtomat. i Telemekh., 1984, no. 6,  65–69
19. A method for design of stjboptimal lower order filters for digital linear dynamic systems
    
    Avtomat. i Telemekh., 1981, no. 11,  66–73