RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PERSONAL OFFICE
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Avtomat. i Telemekh.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Avtomat. i Telemekh., 2019, Issue 6, Pages 142–155 (Mi at15293)  

Control in Social Economic Systems

A stochastic control model for the average price of manufacturer sales on commodity exchanges

S. A. Vavilov, K. S. Kuznetsov

St. Petersburg State University, St. Petersburg, Russia

Abstract: 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.

Keywords: commodity exchanges, random processes, sales management.

DOI: https://doi.org/10.1134/S0005231019060084

Full text: PDF file (1440 kB)
First page: PDF file
References: PDF file   HTML file

English version:
Automation and Remote Control, 2019, 80:6, 1098–1108

Bibliographic databases:

Document Type: Article

Received: 08.12.2016
Revised: 09.01.2019
Accepted: 07.02.2019

Citation: S. A. Vavilov, K. S. Kuznetsov, “A stochastic control model for the average price of manufacturer sales on commodity exchanges”, Avtomat. i Telemekh., 2019, no. 6, 142–155; Autom. Remote Control, 80:6 (2019), 1098–1108

Citation in format AMSBIB
\Bibitem{VavKuz19}
\by S.~A.~Vavilov, K.~S.~Kuznetsov
\paper A stochastic control model for the average price of manufacturer sales on commodity exchanges
\jour Avtomat. i Telemekh.
\yr 2019
\issue 6
\pages 142--155
\mathnet{http://mi.mathnet.ru/at15293}
\crossref{https://doi.org/10.1134/S0005231019060084}
\elib{http://elibrary.ru/item.asp?id=37606819}
\transl
\jour Autom. Remote Control
\yr 2019
\vol 80
\issue 6
\pages 1098--1108
\crossref{https://doi.org/10.1134/S0005117919060080}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000470979400008}
\scopus{http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85067038402}


Linking options:
  • http://mi.mathnet.ru/eng/at15293
  • http://mi.mathnet.ru/eng/at/y2019/i6/p142

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles
  • Avtomatika i Telemekhanika
    Number of views:
    This page:18
    References:2
    First page:4

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2019