Lyashenko Elena Aleksandrovna

Publications in Math-Net.Ru

1. 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
2. Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization
   
   Avtomat. i Telemekh., 2005, no. 4,  84–97
3. 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
4. Regulators with noise in the dynamic component unit
   
   Avtomat. i Telemekh., 1995, no. 10,  59–70
5. Estimation by means of a filter that contains random noise
   
   Avtomat. i Telemekh., 1992, no. 2,  75–82