B. Ross Barmish

Orcid: 0000-0002-2067-0349

Affiliations:
  • University of Wisconsin-Madison, WI, USA


According to our database1, B. Ross Barmish authored at least 67 papers between 1983 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Awards

IEEE Fellow

IEEE Fellow 1995, "For contributions to robust control theory for systems with real parametric uncertainty".

Timeline

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Links

Online presence:

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Bibliography

2023
On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case.
IEEE Control. Syst. Lett., 2023

2022
On Feedforward Stock Trading Control Using a New Transaction Level Price Trend Model.
IEEE Trans. Autom. Control., 2022

2021
A Generalization of the Classical Kelly Betting Formula to the Case of Temporal Correlation.
IEEE Control. Syst. Lett., 2021

2020
On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets.
IEEE Trans. Autom. Control., 2020

2019
A Conjecture Involving Positive Solutions of a Simple Scalar Linear Time-Varying State Equation with Delay.
CoRR, 2019

The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold.
Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018
A Generalization of Simultaneous Long-Short Stock Trading to PI Controllers.
IEEE Trans. Autom. Control., 2018

A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control.
Proceedings of the 16th European Control Conference, 2018

On Risk Reduction in Kelly Betting Using the Conservative Expected Value.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018

Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018

At What Frequency Should the Kelly Bettor Bet?
Proceedings of the 2018 Annual American Control Conference, 2018

2017
When the Expected Value Is Not Expected: A Conservative Approach.
IEEE Trans. Syst. Man Cybern. Syst., 2017

On inefficiency of markowitz-style investment strategies when drawdown is important.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016
On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller.
IEEE Trans. Autom. Control., 2016

On stock trading using a controller with delay: The Robust Positive Expectation Property.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016

Kelly betting can be too conservative.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016

On NASDAQ Order Book dynamics: New problems for the control field.
Proceedings of the 2016 American Control Conference, 2016

A general framework for pairs trading with a control-theoretic point of view.
Proceedings of the 2016 IEEE Conference on Control Applications, 2016

2015
Stock Trading via Feedback Control.
Proceedings of the Encyclopedia of Systems and Control, 2015

On Kelly betting: Some limitations.
Proceedings of the 53rd Annual Allerton Conference on Communication, 2015

2014
On the use of model-free linear feedback to trade stock: Two open research problems.
Proceedings of the 52nd Annual Allerton Conference on Communication, 2014

2013
A drawdown formula for stock trading via linear feedback in a market governed by Brownian Motion.
Proceedings of the 12th European Control Conference, 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
How useful are mean-variance considerations in stock trading via feedback control?
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

On market-neutral stock trading arbitrage via linear feedback.
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

On performance limits of feedback control-based stock trading strategies.
Proceedings of the American Control Conference, 2011

2010
Robust Output Feedback Stabilization for Two New Uncertainty Structures.
IEEE Trans. Autom. Control., 2010

A confidence interval triggering method for stock trading via feedback control.
Proceedings of the American Control Conference, 2010

2009
Risk and Return Considerations in "The Weakest Link".
Am. Math. Mon., 2009

On Positivity of Polynomials: The Dilation Integral Method.
IEEE Trans. Autom. Control., 2009

2008
A Sharp Estimate for the Probability of Stability for Polynomials With Multilinear Uncertainty Structure.
IEEE Trans. Autom. Control., 2008

2007
On distributional robustness of systems with complex uncertainty.
Syst. Control. Lett., 2007

New Estimates for Practical Robust Negativity of Multilinear Functions.
Proceedings of the American Control Conference, 2007

2006
A new Monte Carlo circuit simulation paradigm with specific results for resistive networks.
IEEE Trans. Circuits Syst. I Regul. Pap., 2006

Stability of Systems with Random Parameters.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2004
A separation principle for robust stabilization of linear systems.
Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

On the step wise Hurwitz property: a new tool for robust output feedback stabilization.
Proceedings of the 2004 American Control Conference, 2004

On robust stability with nonlinear parameter dependence: some benchmark problems illustrating the dilation integral method.
Proceedings of the 2004 American Control Conference, 2004

2003
On the conditioning of robustness problems.
Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

A dilation method for robustness problems with nonlinear parameter dependence.
Proceedings of the American Control Conference, 2003

2002
On avoiding vertexization of robustness problems: the approximate feasibility concept.
IEEE Trans. Autom. Control., 2002

2001
A universal figure of merit for stochastic first order filters.
Proceedings of the 2001 International Symposium on Circuits and Systems, 2001

Distributionally robust gain analysis for systems containing complex uncertainty.
Proceedings of the 40th IEEE Conference on Decision and Control, 2001

An algorithm for generating transfer functions uniformly distributed over H<sub>∞</sub> balls.
Proceedings of the 40th IEEE Conference on Decision and Control, 2001

2000
Monte Carlo analysis of resistive networks without a priori probability distributions.
Proceedings of the IEEE International Symposium on Circuits and Systems, 2000

A worst-case estimate of stability probability for polynomials with multilinear uncertainty structure.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

A probabilistic robustness result for a multilinearly parameterized H<sub>∞</sub> norm.
Proceedings of the American Control Conference, 2000

1997
The uniform distribution: A rigorous justification for its use in robustness analysis.
Math. Control. Signals Syst., 1997

1996
On mappable nonlinearities in robustness analysis.
IEEE Trans. Autom. Control., 1996

Reduction of robust stabilization problems to standard H<sup>∞</sup> problems for classes of systems with structured uncertainty.
Autom., 1996

1994
Application of some new tools to robust stability analysis of spark ignition engines: a case study.
IEEE Trans. Control. Syst. Technol., 1994

1993
Comments on "Extreme point results for robust stabilization of interval plants with first-order compensators" [with reply].
IEEE Trans. Autom. Control., 1993

Convexity of frequency response arcs associated with a stable polynomial.
IEEE Trans. Autom. Control., 1993

A survey of extreme point results for robustness of control systems<sup>, </sup>.
Autom., 1993

In memoriam: Kehui Wei (1946-1992).
Autom., 1993

1992
Extreme point results for robust stability of interval plants: Beyond first order compensators.
Autom., 1992

1990
Robust stability of feedback control systems with uncertain parameters and unmodeled dynamics.
Math. Control. Signals Syst., 1990

The robust root locus.
Autom., 1990

1989
Robust stability of perturbed systems with time delays<sup>, </sup>.
Autom., 1989

1988
An iterative design procedure for simultaneous stabilization of MIMO systems.
Autom., 1988

1986
Robust asymptotic tracking for linear systems with unknown parameters.
Autom., 1986

Robustness of luenberger observers: Linear systems stabilized via non-linear control.
Autom., 1986

1983
Linear ultimate boundedness control of uncertain dynamical systems.
Autom., 1983


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