Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions. - Vladimir V. Dombrovskii; Tatyana Obyedko; Maria Samorodova (Autom., 2018)

Asymptotic Waiting Time Analysis of a M/GI/1 RQ System. - Anatoly A. Nazarov; Maria Samorodova (DCCN, 2021)