A Stochastic Control Approach to Futures Trading with Regime Switching.

Tim Leung Yang Zhou

Published in: ACC (2020)

Keyphrases

stochastic control
financial markets
futures market
optimal control
queueing systems
control problems
operations management
brownian motion
electronic commerce
stock market
stock price
reinforcement learning
diffusion process
markov processes
queue length
supply chain management
special case