Электронная библиотека (репозиторий) Томского государственного университета
Dombrovskii, Vladimir V.

Add to Quick Collection   All 8 Results

Showing items 1 - 8 of 8.
  • «
  • ←
  • 1
  • →
  • »
Sort:
 Add All Items to Quick Collection
Add   Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection
Authors: Dombrovskii, Vladimir V. | Pashinskaya, Tatiana
Source: International journal of robust and nonlinear control. 2020. Vol. 30, № 3. P. 1050-1070
Type: статьи в журналах
Date: 2020
Description: In this paper, we consider model predictive control for a class of constrained
Add   Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions
Authors: Dombrovskii, Vladimir V. | Obyedko, Tatiana Yu. | Samorodova, Maria
Source: Automatica. 2018. Vol. 87. P. 61-68
Type: статьи в журналах
Date: 2018
Description: In this paper we consider MPC for a class of constrained discrete-time Markovian switching systems consisting of a family of nonlinear stochastic subsystems whose nonlinear stochastic term for a parti ... More
Add   Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization
Authors: Dombrovskii, Vladimir V. | Obyedko, T. U.
Source: Automatica. 2015. Vol. 54. P. 325-331
Type: статьи в журналах
Date: 2015
Add   Synthesis of the optimal H_2/H_∞ output controller with structural constraints
Authors: Dombrovskii, Vladimir V. | Smagin, Valery I.
Source: Automatic control and computer sciences. 2015. Vol. 49, № 3. P. 133-138
Type: статьи в журналах
Date: 2015
Description: An algorithm of synthesis of controlling linear dynamic continous systems under constraints to the controller structure and at the incomplete measurement of the state vector is considered. The control ... More
Add   Model predictive control for linear systems with interval and stochastic uncertainties
Authors: Dombrovskii, Vladimir V. | Chausova, Elena V.
Source: Reliable Computing. 2014. Vol. 19, № 4. P. 351-360
Type: статьи в журналах
Date: 2014
Add   Adaptive data-driven portfolio optimization in the non-stationary financial market under constraints
Authors: Dombrovskii, Vladimir V.
Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2013. № 3. С. 5-13
Type: статьи в журналах
Date: 2013
Add   Portfolio optimization in the financial market with serially dependent returns under constraints
Authors: Dombrovskii, Vladimir V. | Obyedko, T. U.
Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2012. № 2 (19). С. 5-13
Type: статьи в журналах
Date: 2012
Add   Model predictive control of constrained with non linear stochastic parameters systems
Authors: Dombrovskii, Vladimir V. | Obyedko, T. U.
Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2011. № 3. С. 5-12
Type: статьи в журналах
Date: 2011
  • «
  • ←
  • 1
  • →
  • »
^