Shirzad Malekpour, James A. Primbs, B. Ross Barmish. On stock trading using a PI controller in an idealized market: The robust positive expectation property. In Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, December 10-13, 2013, Firenze, Italy. pages 1210-1216, IEEE, 2013. [doi]
Abstract is missing.