The European Royals Message Board: Russian Apanage

I've probably asked this before, but I've been curious about the way the Romanovs funded their incredible lifestyle. 200,000 rubles for a grand-duke, 1 million for a grand-duchess's dowry, etc.

I've read that a tsar set up the official estate that funded the family, but I wanted to know more. Was it Paul? Alexander I? How was it established and when? Was there a surplus at any time, or did the family just extract what they needed as it expanded? After all, at one point they had quite a few grand-dukes at one point.

I'm currently reading Simon Sebag Montefiore's book on the Romanovs and he doesn't talk about it at all.

Thank you!