๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

[IEEE 2008 American Control Conference (ACC '08) - Seattle, WA (2008.06.11-2008.06.13)] 2008 American Control Conference - Modeling and control of moisture content in a batch fluidized bed dryer using tomographic sensor

โœ Scribed by Villegas, J.A; Li, M.; Duncan, S.R.; Wang, H.G.; Yang, W.Q.


Book ID
120838229
Publisher
IEEE
Year
2008
Weight
179 KB
Category
Article
ISBN
1424420784

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


[IEEE 2008 American Control Conference (
โœ Mudchanatongsuk, Supakorn; Primbs, James A.; Wong, Wilfred ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› IEEE โš– 196 KB

In this paper, we propose a stochastic control approach to the problem of pairs trading. We model the logrelationship between a pair of stock prices as an Ornstein-Uhlenbeck process and use this to formulate a portfolio optimization based stochastic control problem. We are able to obtain the optimal