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 | 300 | 1999 |
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 | 293 | 2009 |
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 | 205 | 2000 |
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 | 191 | 1996 |
Optimal pairs trading: A stochastic control approach S Mudchanatongsuk, JA Primbs, W Wong 2008 American control conference, 1035-1039, 2008 | 155 | 2008 |
Feasibility and stability of constrained finite receding horizon control JA Primbs, V Nevistić Automatica 36 (7), 965-971, 2000 | 136 | 2000 |
Constrained nonlinear optimal control: a converse HJB approach V Nevistic, JA Primbs California Institute of Technology, Pasadena, CA 91125, 96-021, 1996 | 109 | 1996 |
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 | 81 | 2001 |
Nonlinear optimal control: A receding horizon approach JA Primbs California Institute of Technology, 1999 | 78 | 1999 |
Dynamic hedging of basket options under proportional transaction costs using receding horizon control JA Primbs International Journal of Control 82 (10), 1841-1855, 2009 | 66 | 2009 |
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 | 61 | 2015 |
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 | 56 | 2000 |
A soft constraint approach to stochastic receding horizon control JA Primbs 2007 46th IEEE Conference on Decision and Control, 4797-4802, 2007 | 55 | 2007 |
Portfolio optimization applications of stochastic receding horizon control JA Primbs 2007 American Control Conference, 1811-1816, 2007 | 55 | 2007 |
The analysis of optimization based controllers JA Primbs Automatica 37 (6), 933-938, 2001 | 55 | 2001 |
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 | 55 | 1996 |
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 | 48 | 2011 |
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 | 47 | 1997 |
A stochastic receding horizon control approach to constrained index tracking JA Primbs, CH Sung Asia-Pacific Financial Markets 15, 3-24, 2008 | 46 | 2008 |
Finite receding horizon linear quadratic control: A unifying theory for stability and performance analysis V Nevistić, JA Primbs California Institute of Technology, 1997 | 39 | 1997 |