Vladimir V. Dombrovskii

According to our database, Vladimir V. Dombrovskii authored at least 8 papers between 2013 and 2021.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2021

Predictive Control of Investment Portfolio on the Financial Market with Hidden Regime Switching and MS VAR Model of Returns.

Tatiana Pashinskaya, Vladimir V. Dombrovskii

Autom. Remote. Control., 2021

2020

Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance.

Vladimir V. Dombrovskii, Tatiana Pashinskaya

Int. J. Syst. Sci., 2020

The Efficiency of Dynamic Tracking Formulation for Investment Portfolio Selection Problem.

Vladimir V. Dombrovskii, E. A. Andrienko

Autom. Control. Comput. Sci., 2020

2018

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

2015

Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization.

Vladimir V. Dombrovskii, Tatyana Obyedko

Autom., 2015

Synthesis of the optimal H2/H∝ output controller with structural constraints.

Vladimir V. Dombrovskii, Valery I. Smagin

Autom. Control. Comput. Sci., 2015

Portfolio optimization in the financial market with regime switching under constraints and transaction costs using model predictive control.

Vladimir V. Dombrovskii, Tatyana Obyedko

Proceedings of the 14th European Control Conference, 2015

2013

Model Predictive Control for Linear Systems with Interval and Stochastic Uncertainties.

Vladimir V. Dombrovskii, Elena V. Chausova

Reliab. Comput., 2013