Model Predictive Control for Linear Systems with Interval and Stochastic Uncertainties. - Vladimir V. Dombrovskii; Elena V. Chausova (Reliab. Comput., 2013)

Portfolio optimization in the financial market with regime switching under constraints and transaction costs using model predictive control. - Vladimir V. Dombrovskii; Tatyana Obyedko (ECC, 2015)

Synthesis of the optimal H2/H∝ output controller with structural constraints. - Vladimir V. Dombrovskii; Valery I. Smagin (Autom. Control. Comput. Sci., 2015)

Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization. - Vladimir V. Dombrovskii; Tatyana Obyedko (Autom., 2015)

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)

The Efficiency of Dynamic Tracking Formulation for Investment Portfolio Selection Problem. - Vladimir V. Dombrovskii; E. A. Andrienko (Autom. Control. Comput. Sci., 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)

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)