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 Discretetime 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.98120
• V. Dragan, S. Aberkane, I. Ivanov (2015), On computing the stabilizing solution of a class of discretetime periodic Riccati equations, International Journal of Robust and Nonlinear Control, vol.25, 7, 2015, 10661093, doi: 10.1002/rnc.3131
• V. Dragan, S. Aberkane, I. Ivanov (2014), An iterative procedure for computing the stabilizing solution of discretetime periodic Riccati equations with an indefinite sign, 21st International Symposium on Mathematical Theory of Networks and Systems July 711, 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 discretetime Markovian jump linear systems  International Conference on Business, Economics and Finance, Cyprus.
• V. Dragan, S. Aberkane and I.G. Ivanov (2013), Solving discretetime game theoretic periodic Riccati equations: an iterative procedure, European Control Conference (ECC), July 1719, 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, 6371.
• I.Ivanov, N. Netov (2013), A new iteration to coupled discretetime generalized Riccati equations, Comp. Appl. Math., 32, 563–576,http://link.springer.com/article/10.1007/s4031401300373#page1
Stochastic Modeling and Control (2012), the book is edited by Ivan Ivanov, ISBN 9789535108306, http://www.intechopen.com/books/stochasticmodelingandcontrol
• Ivan Ivanov (2012), Iterations for a General Class of DiscreteTime RiccatiType Equations: A Survey and Comparison, open access, DOI: 10.5772/45718 http://www.intechopen.com/articles/show/title/iterationsforageneralclassofdiscretetimericcatitypeequationsasurveyandcomparison
• I.Ivanov (2012), Accelerated LMI solvers for the maximal solution to a set of discretetime algebraic Riccati equations, Appl. Math. ENotes, 12(2012), 228238,http://www.math.nthu.edu.tw/~amen/, open access
• I.Ivanov (2012), Iterations for a General Class of DiscreteTime RiccatiType Equations: A Survey and Comparison, DOI: 10.5772/45718,http://www.intechopen.com/articles/show/title/iterationsforageneralclassofdiscretetimericcatitypeequationsasurveyandcomparison
• Lomev B, I. Ivanov (2012), Tracking a financial Benchmark in inefficient markets: the case of Bulgaria, MShpere Conference, http://www.msphere.com.hr/bookofproceedings?&utm_source=newsletter&utm_medium=email&utm_campaign=MSPHERE__BOOK_OF_PROCEEDINGS, part 1, 320326.
• I.Ivanov,B. Lomev, B. Bogdanova (2012), Investigation of the market efficiency of emerging stock markets in the EastEuropean region, International Journal of Applied Operational Research, 2, 2, 1324.
• I.Ivanov, N. Netov (2012), Numerical solvers to discretetime coupled generalized Riccati equations, International Conference on Modern Mathematical Methods in Science and Technology, Grecee.
