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Avtomatika i Telemekhanika, 2019, Issue 6, Pages 142–155
DOI: https://doi.org/10.1134/S0005231019060084 (Mi at15293) 		 
This article is cited in 2 scientific papers (total in 3 papers)

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
Full-text PDF (1440 kB) Citations (3)
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DOI: https://doi.org/10.1134/S0005231019060084
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.

Received: 08.12.2016
Revised: 09.01.2019
Accepted: 07.02.2019
English version:
Automation and Remote Control, 2019, Volume 80, Issue 6, Pages 1098–1108
DOI: https://doi.org/10.1134/S0005117919060080
Bibliographic databases:
Document Type: Article
Language: Russian
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
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  • https://www.mathnet.ru/eng/at/y2019/i6/p142
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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    Full-text PDF :70
    References:38
    First page:26
     
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