Dombrovskii Dmitrii Vladimirovich

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