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Dombrovskii, Vladimir Valentinovich
Statistics Math-Net.Ru
Total publications: 19
Scientific articles: 19

Number of views:
This page:425
Abstract pages:4192
Full texts:1629
References:243
Professor
Doctor of technical sciences
E-mail:

https://www.mathnet.ru/eng/person62169
List of publications on Google Scholar
https://zbmath.org/authors/?q=ai:dombrovsky.v-v
https://mathscinet.ams.org/mathscinet/MRAuthorID/215855

Publications in Math-Net.Ru Citations
2021
1. 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  mathnet  elib; Autom. Remote Control, 82:5 (2021), 841–852  isi  scopus 1
2011
2. V. V. Dombrovskii, T. Yu. Ob''edko, “Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization”, Avtomat. i Telemekh., 2011, no. 5,  96–112  mathnet  mathscinet  zmath; Autom. Remote Control, 72:5 (2011), 989–1003  isi  scopus 26
2006
3. V. V. Dombrovskii, D. V. Dombrovskii, E. A. Lyashenko, “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  mathnet  mathscinet  zmath; Autom. Remote Control, 67:12 (2006), 1927–1939  scopus 23
2005
4. V. A. Gal'perin, V. V. Dombrovskii, E. N. Fedosov, “Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching”, Avtomat. i Telemekh., 2005, no. 5,  175–189  mathnet  mathscinet  zmath; Autom. Remote Control, 66:5 (2005), 837–850  scopus 10
5. V. V. Dombrovskii, D. V. Dombrovskii, E. A. Lyashenko, “Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization”, Avtomat. i Telemekh., 2005, no. 4,  84–97  mathnet  mathscinet  zmath; Autom. Remote Control, 66:4 (2005), 583–595  scopus 45
2003
6. V. V. Dombrovskii, E. A. Lyashenko, “A Linear Quadratic Control for Discrete Systems with Random Parameters and Multiplicative Noise and Its Application to Investment Portfolio Optimization”, Avtomat. i Telemekh., 2003, no. 10,  50–65  mathnet  mathscinet  zmath; Autom. Remote Control, 64:10 (2003), 1558–1570  isi  scopus 31
7. E. S. Gerasimov, V. V. Dombrovskii, “Dynamic Network Model of Managing Investment Portfolio under Random Stepwise Changes in Volatilities of Financial Assets”, Avtomat. i Telemekh., 2003, no. 7,  77–86  mathnet  mathscinet  zmath; Autom. Remote Control, 64:7 (2003), 1086–1093  isi  scopus 9
2002
8. E. S. Gerasimov, V. V. Dombrovskii, “Dynamic Network Model of Investment Control for Quadratic Risk Function”, Avtomat. i Telemekh., 2002, no. 2,  119–128  mathnet  mathscinet  zmath; Autom. Remote Control, 63:2 (2002), 280–288  isi  scopus 11
1996
9. V. V. Dombrovskii, “Synthesis of Reduced-Order Dynamic Regulators under $H_{\infty}$-Constraints”, Avtomat. i Telemekh., 1996, no. 11,  10–17  mathnet  mathscinet  zmath; Autom. Remote Control, 57:11 (1996), 1537–1543 5
10. V. V. Dombrovskii, “Synthesis of Optimal Dynamic Controllers of Reduced Order for Nonstationary Discrete Stochastic Linear Systems”, Avtomat. i Telemekh., 1996, no. 4,  79–86  mathnet  mathscinet  zmath; Autom. Remote Control, 57:4 (1996), 522–528 1
1995
11. E. D. Vasil'eva, V. V. Dombrovskii, “Synthesis of dynamic controllers of a reduced order with respect to a quadratic criterion”, Avtomat. i Telemekh., 1995, no. 7,  43–50  mathnet  mathscinet  zmath; Autom. Remote Control, 56:7 (1995), 942–948
1994
12. V. V. Dombrovskiĭ, “Lowering the order of linear multidimensional systems with $H^{\infty}$ constrain”, Avtomat. i Telemekh., 1994, no. 4,  123–132  mathnet  mathscinet  zmath; Autom. Remote Control, 55:4 (1994), 560–567 2
13. V. V. Dombrovskiĭ, “Approximate aggregation of a class of time-dependent linear stochastic systems”, Avtomat. i Telemekh., 1994, no. 3,  70–75  mathnet  mathscinet  zmath; Autom. Remote Control, 55:3 (1994), 361–365
1991
14. V. V. Dombrovskiĭ, “Dynamic controllers of reduced order for deterministic and stochastic systems”, Avtomat. i Telemekh., 1991, no. 11,  87–95  mathnet  mathscinet  zmath; Autom. Remote Control, 52:11 (1991), 1555–1562
1989
15. V. V. Dombrovskii, “On design and stability of continuous and digital lower-order linear filters”, Avtomat. i Telemekh., 1989, no. 11,  91–99  mathnet  mathscinet  zmath; Autom. Remote Control, 50:11 (1989), 1533–1539
16. V. V. Dombrovskii, “On approximate aggregation of linear stochastic systems”, Avtomat. i Telemekh., 1989, no. 7,  102–109  mathnet  mathscinet  zmath; Autom. Remote Control, 50:7 (1989), 935–940
1985
17. V. V. Dombrovskiĭ, “Synthesis and properties of a modified linear reduced-order filter”, Avtomat. i Telemekh., 1985, no. 2,  73–78  mathnet  mathscinet  zmath; Autom. Remote Control, 46:2 (1985), 201–206
1984
18. V. V. Dombrovskii, “On a version and properties of a lower-order estimate”, Avtomat. i Telemekh., 1984, no. 6,  65–69  mathnet  mathscinet  zmath; Autom. Remote Control, 45:6 (1984), 738–741
1981
19. V. V. Dombrovskii, “A method for design of stjboptimal lower order filters for digital linear dynamic systems”, Avtomat. i Telemekh., 1981, no. 11,  66–73  mathnet  zmath; Autom. Remote Control, 42:11 (1981), 1483–1489

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