05.13.18 (Mathematical modeling, numerical methods, and the program systems)
Birth date:
4.12.1987
Main publications:
Dombrovskii V., Pashinskaya T., “Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance”, DOI: 10.1080/00207721.2020.1814892, International Journal of Systems Science, 2020
Dombrovskii V., Pashinskaya T., “Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection”, Int J Robust Nonlinear Control, 30:3 (2019), 1-21
Dombrovskii V.V., Obyedko T.Y., Samorodova M.V., “Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions”, Automatica, 87 (2018), 61-68
Dombrovskii V., Obedko T., “Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs”, Optimal Control Applications and Methods, Optimal Control Applications and Methods, 38:6 (2017), 908-921
Dombrovskii V.V., Obyedko T.Yu., “Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization”, Automatica, 54 (2015), 325-331
T. Yu. Pashinskaya, V. V. Dombrovskii, “Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns”, Avtomat. i Telemekh., 2021, no. 5, 124–138; Autom. Remote Control, 82:5 (2021), 841–852
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