Tatyana Obyedko

According to our database, Tatyana Obyedko authored at least 3 papers between 2015 and 2018.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2018

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

2015

Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization.

Vladimir V. Dombrovskii, Tatyana Obyedko

Autom., 2015

Portfolio optimization in the financial market with regime switching under constraints and transaction costs using model predictive control.

Vladimir V. Dombrovskii, Tatyana Obyedko

Proceedings of the 14th European Control Conference, 2015