From Montenegro, she and her sister Anastasia were interested in mysticism and they introduced Grigori Rasputin to the Imperial family. Her Wikipedia article is here.
From eBay; detail-enhanced by gogm.
Militza wears a blouson dress with tapered sleeves in turn-of-the century style.
Keywords: Petrović-Njegoš family, Romanov family, Princess, Grand princess, Russian, straight coiffure, knotted bun, high enclosing neckline, ruff, bertha, long tapered sleeves, blouson bodice, close skirt, necklace, earrings, pin