James A. Primbs
Orcid: 0000-0002-1970-8282
According to our database1,
James A. Primbs
authored at least 40 papers
between 2000 and 2022.
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Book In proceedings Article PhD thesis Dataset OtherLinks
On csauthors.net:
Bibliography
2022
On Feedforward Stock Trading Control Using a New Transaction Level Price Trend Model.
IEEE Trans. Autom. Control., 2022
2018
IEEE Trans. Autom. Control., 2018
2016
IEEE Trans. Autom. Control., 2016
Proceedings of the 2016 American Control Conference, 2016
2015
Proceedings of the Encyclopedia of Systems and Control, 2015
2013
On stock trading using a PI controller in an idealized market: The robust positive expectation property.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013
On the basics for simulation of feedback-based stock trading strategies: An invited tutorial session.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013
2012
A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC.
IEEE Trans. Autom. Control., 2012
Proceedings of the 51th IEEE Conference on Decision and Control, 2012
ACC 2012 tutorial session: An introduction to hedged-like stock trading from a control theoretic point of view.
Proceedings of the American Control Conference, 2012
Proceedings of the American Control Conference, 2012
2011
On arbitrage possibilities via linear feedback in an idealized Brownian Motion stock market.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011
ACC 2011 tutorial session: An introduction to option trading from a control perspective.
Proceedings of the American Control Conference, 2011
2010
Proceedings of the 49th IEEE Conference on Decision and Control, 2010
A fast algorithm for stochastic model predictive control with probabilistic constraints.
Proceedings of the American Control Conference, 2010
LQR and receding horizon approaches to multi-dimensional option hedging under transaction costs.
Proceedings of the American Control Conference, 2010
2009
Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise.
IEEE Trans. Autom. Control., 2009
Dynamic hedging of basket options under proportional transaction costs using receding horizon control.
Int. J. Control, 2009
2008
Optimization based option pricing bounds via piecewise polynomial super- and sub-martingales.
Proceedings of the American Control Conference, 2008
Proceedings of the American Control Conference, 2008
2007
Proceedings of the 46th IEEE Conference on Decision and Control, 2007
Stochastic Receding Horizon Control of Constrained Linear Systems with State and Control Multiplicative Noise.
Proceedings of the American Control Conference, 2007
Proceedings of the American Control Conference, 2007
2006
Proceedings of the American Control Conference, 2006
Proceedings of the American Control Conference, 2006
Proceedings of the American Control Conference, 2006
2003
Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003
Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003
2001
IEEE Trans. Autom. Control., 2001
Comparison of nonlinear control design techniques on a model of the Caltech ducted fan.
Autom., 2001
Proceedings of the Computational Science - ICCS 2001, 2001
Proceedings of the American Control Conference, 2001
Proceedings of the American Control Conference, 2001
2000
IEEE Trans. Autom. Control., 2000
IEEE Trans. Autom. Control., 2000
A new approach to stability analysis for constrained finite receding horizon control without end constraints.
IEEE Trans. Autom. Control., 2000
Autom., 2000
Proceedings of the American Control Conference, 2000
Proceedings of the American Control Conference, 2000