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James Primbs
James Primbs
Verified email at fullerton.edu
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Cited by
Cited by
Year
Nonlinear optimal control: A control Lyapunov function and receding horizon perspective
JA Primbs, V Nevistić, JC Doyle
Asian Journal of Control 1 (1), 14-24, 1999
3001999
Stochastic receding horizon control of constrained linear systems with state and control multiplicative noise
JA Primbs, CH Sung
IEEE transactions on Automatic Control 54 (2), 221-230, 2009
2932009
A receding horizon generalization of pointwise min-norm controllers
JA Primbs, V Nevistic, JC Doyle
IEEE Transactions on Automatic Control 45 (5), 898-909, 2000
2052000
Control Lyapunov functions: New ideas from an old source
RA Freeman, JA Primbs
Proceedings of 35th IEEE conference on decision and control 4, 3926-3931, 1996
1911996
Optimal pairs trading: A stochastic control approach
S Mudchanatongsuk, JA Primbs, W Wong
2008 American control conference, 1035-1039, 2008
1522008
Feasibility and stability of constrained finite receding horizon control
JA Primbs, V Nevistić
Automatica 36 (7), 965-971, 2000
1362000
Constrained nonlinear optimal control: a converse HJB approach
V Nevistic, JA Primbs
California Institute of Technology, Pasadena, CA 91125, 96-021, 1996
1091996
Comparison of nonlinear control design techniques on a model of the Caltech ducted fan
J Yu, A Jadbabaie, J Primbs, Y Huang
Automatica 37 (12), 1971-1978, 2001
812001
Nonlinear optimal control: A receding horizon approach
JA Primbs
California Institute of Technology, 1999
781999
Dynamic hedging of basket options under proportional transaction costs using receding horizon control
JA Primbs
International Journal of Control 82 (10), 1841-1855, 2009
662009
On a new paradigm for stock trading via a model-free feedback controller
BR Barmish, JA Primbs
IEEE Transactions on Automatic Control 61 (3), 662-676, 2015
602015
A framework for robustness analysis of constrained finite receding horizon control
JA Primbs, V Nevistic
IEEE Transactions on Automatic Control 45 (10), 1828-1838, 2000
562000
A soft constraint approach to stochastic receding horizon control
JA Primbs
2007 46th IEEE Conference on Decision and Control, 4797-4802, 2007
552007
Portfolio optimization applications of stochastic receding horizon control
JA Primbs
2007 American Control Conference, 1811-1816, 2007
552007
The analysis of optimization based controllers
JA Primbs
Automatica 37 (6), 933-938, 2001
552001
Nonlinear games: examples and counterexamples
J Doyle, JA Primbs, B Shapiro, V Nevistic
Proceedings of 35th IEEE Conference on Decision and Control 4, 3915-3920, 1996
551996
On arbitrage possibilities via linear feedback in an idealized brownian motion stock market
BR Barmish, JA Primbs
2011 50th IEEE conference on decision and control and European control …, 2011
482011
Constrained finite receding horizon linear quadratic control
JA Primbs, V Nevistic
Proceedings of the 36th IEEE Conference on Decision and Control 4, 3196-3201, 1997
471997
A stochastic receding horizon control approach to constrained index tracking
JA Primbs, CH Sung
Asia-Pacific Financial Markets 15, 3-24, 2008
462008
Finite receding horizon linear quadratic control: A unifying theory for stability and performance analysis
V Nevistić, JA Primbs
California Institute of Technology, 1997
391997
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