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Isaac Scientific Publishing
Journal of Advances in Economics and Finance
Prof. Ivan Ganchev Ivanov,  Sofia University, Bulgaria
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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