| 1 |
A Generalization of Simultaneous Long-Short Stock Trading to PI Controllers
Malekpour S, Primbs JA, Barmish BR
IEEE Transactions on Automatic Control, 63(10), 3531, 2018 |
| 2 |
On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller
Barmish BR, Primbs JA
IEEE Transactions on Automatic Control, 61(3), 662, 2016 |
| 3 |
A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC
Shin MY, Primbs JA
IEEE Transactions on Automatic Control, 57(3), 760, 2012 |
| 4 |
Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise
Primbs JA, Sung CH
IEEE Transactions on Automatic Control, 54(2), 221, 2009 |
| 5 |
Dynamic hedging of basket options under proportional transaction costs using receding horizon control
Primbs JA
International Journal of Control, 82(10), 1841, 2009 |
| 6 |
The analysis of optimization based controllers
Primbs JA
Automatica, 37(6), 933, 2001 |
| 7 |
Kuhn-Tucker-based stability conditions for systems with saturation
Primbs JA, Giannelli M
IEEE Transactions on Automatic Control, 46(10), 1643, 2001 |
| 8 |
Feasibility and stability of constrained finite receding horizon control
Primbs JA, Nevistic V
Automatica, 36(7), 965, 2000 |
| 9 |
A receding horizon generalization of pointwise min-norm controllers
Primbs JA, Nevistic V, Doyle JC
IEEE Transactions on Automatic Control, 45(5), 898, 2000 |
| 10 |
A new approach to stability analysis for constrained finite receding horizon control without end constraints
Primbs JA, Nevistic V
IEEE Transactions on Automatic Control, 45(8), 1507, 2000 |
