Department of Statistics and Economics
Faculty of Economics and Business Administartion
Sofia University
Bulgaria
Research Interests
Mathematical Economics - modeling economic processes
Selected Publication List
• V. Dragan, I. Ivanov (2015), Several Iterative Procedures to Compute the Stabilizing Solution of a Discrete-time Riccati Equation with Periodic Coefficients Arising in Connection with a Stochastic Linear Quadratic Control Problem, Ann. Acad. Rom. Sci. Ser. Math. Appl. Vol. 7, No. 1/2015, pp.98-120
• V. Dragan, S. Aberkane, I. Ivanov (2015), On computing the stabilizing solution of a class of discrete-time periodic Riccati equations, International Journal of Robust and Nonlinear Control, vol.25, 7, 2015, 1066-1093, doi: 10.1002/rnc.3131
• V. Dragan, S. Aberkane, I. Ivanov (2014), An iterative procedure for computing the stabilizing solution of discrete-time periodic Riccati equations with an indefinite sign, 21st International Symposium on Mathematical Theory of Networks and Systems July 7-11, 2014. Groningen.
• Ivan Ivanov (2013), The LMI Approach for Stabilizing of Linear Stochastic Systems, International Journal of Stochastic Analysis, Volume 2013, Article ID 281473, http://www.hindawi.com/journals/ijsa/2013/281473/
• Ivan Ivanov (2013), The LMI approach an effective tool for the equilibrium point to discrete-time Markovian jump linear systems - International Conference on Business, Economics and Finance, Cyprus.
• V. Dragan, S. Aberkane and I.G. Ivanov (2013), Solving discrete-time game theoretic periodic Riccati equations: an iterative procedure, European Control Conference (ECC), July 17-19, Zürich, Switzerland.
• Ivan Ivanov, D.Gramatikova (2013), The Maximal Nonnegative Solution to the Discrete Time Algebraic Riccati Equation, Journal of Numerical Mathematics and Stochastics, 5 (1), 20, 63-71.
• I.Ivanov, N. Netov (2013), A new iteration to coupled discrete-time generalized Riccati equations, Comp. Appl. Math., 32, 563–576,http://link.springer.com/article/10.1007/s40314-013-0037-3#page-1
Stochastic Modeling and Control (2012), the book is edited by Ivan Ivanov, ISBN 978-953-51-0830-6, http://www.intechopen.com/books/stochastic-modeling-and-control
• Ivan Ivanov (2012), Iterations for a General Class of Discrete-Time Riccati-Type Equations: A Survey and Comparison, open access, DOI: 10.5772/45718 http://www.intechopen.com/articles/show/title/iterations-for-a-general-class-of-discrete-time-riccati-type-equations-a-survey-and-comparison
• I.Ivanov (2012), Accelerated LMI solvers for the maximal solution to a set of discrete-time algebraic Riccati equations, Appl. Math. E-Notes, 12(2012), 228-238,http://www.math.nthu.edu.tw/~amen/, open access
• I.Ivanov (2012), Iterations for a General Class of Discrete-Time Riccati-Type Equations: A Survey and Comparison, DOI: 10.5772/45718,http://www.intechopen.com/articles/show/title/iterations-for-a-general-class-of-discrete-time-riccati-type-equations-a-survey-and-comparison
• Lomev B, I. Ivanov (2012), Tracking a financial Benchmark in inefficient markets: the case of Bulgaria, M-Shpere Conference, http://www.m-sphere.com.hr/-book-of-proceedings-?&utm_source=newsletter&utm_medium=email&utm_campaign=M-SPHERE_-_BOOK_OF_PROCEEDINGS, part 1, 320-326.
• I.Ivanov,B. Lomev, B. Bogdanova (2012), Investigation of the market efficiency of emerging stock markets in the East-European region, International Journal of Applied Operational Research, 2, 2, 13-24.
• I.Ivanov, N. Netov (2012), Numerical solvers to discrete-time coupled generalized Riccati equations, International Conference on Modern Mathematical Methods in Science and Technology, Grecee.
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