Research output: Contribution to journal › Article › peer-review
Final published version, 198 KB, PDF document
We propose an approach for controlling the weighted average price of a manufacturers sales on commodity exchanges. This problem is highly relevant due to the need for the manufacturer to hedge their profits in case of a sharp drop in market prices. We consider applications of the proposed control to executing trading operations on real commodity exchanges in order to demonstrate its efficiency.
| Translated title of the contribution | Стохастическая модель управления средней ценой продаж производителей на товарных биржах |
|---|---|
| Original language | English |
| Pages (from-to) | 1098-1108 |
| Number of pages | 11 |
| Journal | Automation and Remote Control |
| Volume | 80 |
| Issue number | 6 |
| DOIs | |
| State | Published - Jun 2019 |
ID: 48508355