An analysis technique for optimization based control applied to quasi-LPV plants. - Monica Giannelli; James A. Primbs (ACC, 2000)

Distribution-based option pricing on lattice asset dynamics models. - Yuji Yamada; James A. Primbs (ACC, 2000)

Feasibility and stability of constrained finite receding horizon control. - James A. Primbs; Vesna Nevistic (Autom., 2000)

A new approach to stability analysis for constrained finite receding horizon control without end constraints. - James A. Primbs; Vesna Nevistic (IEEE Trans. Autom. Control., 2000)

A framework for robustness analysis of constrained finite receding horizon control. - James A. Primbs; Vesna Nevistic (IEEE Trans. Autom. Control., 2000)

A receding horizon generalization of pointwise min-norm controllers. - James A. Primbs; Vesna Nevistic; John C. Doyle 001 (IEEE Trans. Autom. Control., 2000)

Unconstrained receding horizon control with no terminal cost. - Ali Jadbabaie; James A. Primbs; John Hauser (ACC, 2001)

Risk estimates for dynamic hedging using convex probability bounds. - Yuji Yamada; James A. Primbs (ACC, 2001)

Construction of Multinomial Lattice Random Walks for Optimal Hedges. - Yuji Yamada; James A. Primbs (International Conference on Computational Science (1), 2001)

The analysis of optimization based controllers. - James A. Primbs (Autom., 2001)

Comparison of nonlinear control design techniques on a model of the Caltech ducted fan. - Jie Yu; Ali Jadbabaie; James A. Primbs; Yun Huang (Autom., 2001)

Kuhn-Tucker-based stability conditions for systems with saturation. - James A. Primbs; Monica Giannelli (IEEE Trans. Autom. Control., 2001)

A moment based analysis of hedging under discrete trading. - James A. Primbs; Yuji Yamada (CIFEr, 2003)

Mean square optimal hedges using higher order moments. - Yuji Yamada; James A. Primbs (CIFEr, 2003)

Option pricing bounds via semidefinite programming. - James A. Primbs (ACC, 2006)

Trader behavior and hedging feedback in the stock pinning phenomena. - James A. Primbs; Muruhan Rathinam (ACC, 2006)

Option valuation and hedging using multinomial lattices with cumulants. - Yuji Yamada; James A. Primbs (ACC, 2006)

Portfolio Optimization Applications of Stochastic Receding Horizon Control. - James A. Primbs (ACC, 2007)

Stochastic Receding Horizon Control of Constrained Linear Systems with State and Control Multiplicative Noise. - James A. Primbs (ACC, 2007)

A soft constraint approach to stochastic receding horizon control. - James A. Primbs (CDC, 2007)

Optimal pairs trading: A stochastic control approach. - Supakorn Mudchanatongsuk; James A. Primbs; Wilfred Wong (ACC, 2008)

Optimization based option pricing bounds via piecewise polynomial super- and sub-martingales. - James A. Primbs (ACC, 2008)

Dynamic hedging of basket options under proportional transaction costs using receding horizon control. - James A. Primbs (Int. J. Control, 2009)

Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise. - James A. Primbs; Chang Hwan Sung (IEEE Trans. Autom. Control., 2009)

LQR and receding horizon approaches to multi-dimensional option hedging under transaction costs. - James A. Primbs (ACC, 2010)

A fast algorithm for stochastic model predictive control with probabilistic constraints. - Minyong Shin; James A. Primbs (ACC, 2010)

Constrained stochastic MPC under multiplicative noise for financial applications. - Minyong Shin; Joo Hyung Lee; James A. Primbs (CDC, 2010)

ACC 2011 tutorial session: An introduction to option trading from a control perspective. - James A. Primbs; B. Ross Barmish (ACC, 2011)

On arbitrage possibilities via linear feedback in an idealized Brownian Motion stock market. - B. Ross Barmish; James A. Primbs (CDC/ECC, 2011)

On market-neutral stock trading arbitrage via linear feedback. - B. Ross Barmish; James A. Primbs (ACC, 2012)

ACC 2012 tutorial session: An introduction to hedged-like stock trading from a control theoretic point of view. - James A. Primbs; B. Ross Barmish (ACC, 2012)

Model predictive control for optimal portfolios with cointegrated pairs of stocks. - Yuji Yamada; James A. Primbs (CDC, 2012)

A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC. - Minyong Shin; James A. Primbs (IEEE Trans. Autom. Control., 2012)

On the basics for simulation of feedback-based stock trading strategies: An invited tutorial session. - B. Ross Barmish; James A. Primbs; Shirzad Malekpour; Sean Warnick (CDC, 2013)

On stock trading using a PI controller in an idealized market: The robust positive expectation property. - Shirzad Malekpour; James A. Primbs; B. Ross Barmish (CDC, 2013)

Stock Trading via Feedback Control. - B. Ross Barmish; James A. Primbs (Encyclopedia of Systems and Control, 2015)

On NASDAQ Order Book dynamics: New problems for the control field. - B. Ross Barmish; Scott Condie; Donatello Materassi; James A. Primbs; Sean Warnick (ACC, 2016)

On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller. - B. Ross Barmish; James A. Primbs (IEEE Trans. Autom. Control., 2016)

A Generalization of Simultaneous Long-Short Stock Trading to PI Controllers. - Shirzad Malekpour; James A. Primbs; B. Ross Barmish (IEEE Trans. Autom. Control., 2018)

On Feedforward Stock Trading Control Using a New Transaction Level Price Trend Model. - B. Ross Barmish; James A. Primbs; Sean Warnick (IEEE Trans. Autom. Control., 2022)