What can a grand duke and tsesarevich do to prevent Russia's defeat in the Russo-Japanese War? Well, for instance, try to persuade the tsar not to get involved in this adventure at all. However, many others besides the heir were engaged in that, and the result is well known.
Or secure additional funding for the fleet? There is no guarantee of success, even less guarantee that it would help, and besides, the treasury has no money anyway. Perhaps place capable generals at the head of the army? But where would one find them, and the tsesarevich has no such authority. However, he does have a recently acquired friend — Uncle Zhora, a former Soviet engineer who has already been living in early-twentieth-century Russia for two years. Which means not all is lost yet.