Lyubomir Sotirov

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The approach proposed in the paper represents financial-economic systems with one input and one output through the optimal singular adaptive M3A1N computer observer as an arbitrary limited set of discrete linearized observable submodels with unknown parameters, unknown initial vector of the endogenous state variables and unknown current state vector of the(More)
The approach proposed in the paper represents financial-economic systems with one input and one output through the optimal singular adaptive M3A1N computer observer as an arbitrary limited set of discrete linearized observable submodels with unknown parameters, unknown initial vector of the endogenous state variables and unknown current state vector of the(More)
The terms of strict convexity, convexity and non-convexity and a new measure of risk in the quadratic problems of portfolio optimization and their relation to some non-singular and singular analytical solutions to the problem of portfolio selection under risk are introduced, investigated and illustrated. The results are interpreted in view of portfolio(More)
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