James A. Primbs

2.1k total citations
70 papers, 1.4k citations indexed

About

James A. Primbs is a scholar working on Finance, Control and Systems Engineering and Economics and Econometrics. According to data from OpenAlex, James A. Primbs has authored 70 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 34 papers in Control and Systems Engineering and 23 papers in Economics and Econometrics. Recurrent topics in James A. Primbs's work include Advanced Control Systems Optimization (34 papers), Stochastic processes and financial applications (33 papers) and Control Systems and Identification (19 papers). James A. Primbs is often cited by papers focused on Advanced Control Systems Optimization (34 papers), Stochastic processes and financial applications (33 papers) and Control Systems and Identification (19 papers). James A. Primbs collaborates with scholars based in United States, Japan and Switzerland. James A. Primbs's co-authors include V. Nevistic, John C. Doyle, B. Ross Barmish, Randy A. Freeman, Yuji Yamada, Ali Jadbabaie, Jie Yu, Muruhan Rathinam, John Hauser and B. Shapiro and has published in prestigious journals such as IEEE Transactions on Automatic Control, Automatica and Journal of Banking & Finance.

In The Last Decade

James A. Primbs

67 papers receiving 1.4k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
James A. Primbs United States	20	942	351	224	215	196	70	1.4k
Changjun Yu China	15	357 0.4×	56 0.2×	24 0.1×	136 0.6×	211 1.1×	67	801
Ricardo Paulino Marques Brazil	9	1.2k 1.3×	63 0.2×	42 0.2×	27 0.1×	244 1.2×	26	1.5k
J. Guddat Germany	9	294 0.3×	32 0.1×	75 0.3×	155 0.7×	560 2.9×	26	880
Spyridon D. Mourtas Greece	15	255 0.3×	45 0.1×	22 0.1×	163 0.8×	58 0.3×	57	669
Gui-Hua Lin China	16	310 0.3×	19 0.1×	68 0.3×	215 1.0×	508 2.6×	73	775
B. Bank India	7	214 0.2×	27 0.1×	67 0.3×	133 0.6×	495 2.5×	12	743
Rosanna Manzo Italy	14	250 0.3×	38 0.1×	33 0.1×	70 0.3×	128 0.7×	98	639
Jiaqiao Hu United States	12	105 0.1×	25 0.1×	40 0.2×	338 1.6×	230 1.2×	66	745
Andreas Grothey United Kingdom	15	241 0.3×	34 0.1×	22 0.1×	102 0.5×	125 0.6×	30	735
Miguel Á. Goberna Spain	22	570 0.6×	22 0.1×	53 0.2×	484 2.3×	1.5k 7.5×	120	1.9k

Countries citing papers authored by James A. Primbs

Since Specialization

Citations

This map shows the geographic impact of James A. Primbs's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by James A. Primbs with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites James A. Primbs more than expected).

Fields of papers citing papers by James A. Primbs

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by James A. Primbs. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by James A. Primbs. The network helps show where James A. Primbs may publish in the future.

Co-authorship network of co-authors of James A. Primbs

This figure shows the co-authorship network connecting the top 25 collaborators of James A. Primbs. A scholar is included among the top collaborators of James A. Primbs based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with James A. Primbs. James A. Primbs is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Primbs, James A., et al.. (2011). A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC. IEEE Transactions on Automatic Control. 57(3). 760–765. 1 indexed citations

Primbs, James A. & B. Ross Barmish. (2011). ACC 2011 tutorial session: An introduction to option trading from a control perspective. 1726–1728. 1 indexed citations

Primbs, James A., et al.. (2010). A fast algorithm for stochastic model predictive control with probabilistic constraints. 5489–5494. 12 indexed citations

Primbs, James A., B. Ross Barmish, Daniel E. Miller, & Yuji Yamada. (2009). On stock market trading and portfolio optimization: A control systems perspective (T-2). 25–25.

Primbs, James A., et al.. (2008). Optimal pairs trading: A stochastic control approach. 1035–1039. 67 indexed citations

Primbs, James A., et al.. (2008). Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach. Quantitative Finance. 8(3). 299–312. 20 indexed citations

Primbs, James A.. (2008). Optimization based option pricing bounds via piecewise polynomial super- and sub-martingales. 363–368. 4 indexed citations

Primbs, James A., et al.. (2008). A Stochastic Receding Horizon Control Approach to Constrained Index Tracking. Asia-Pacific Financial Markets. 15(1). 3–24. 31 indexed citations

Primbs, James A. & Yuji Yamada. (2008). A new computational tool for analysing dynamic hedging under transaction costs. Quantitative Finance. 8(4). 405–413. 12 indexed citations

10.

Primbs, James A.. (2007). Portfolio Optimization Applications of Stochastic Receding Horizon Control. Proceedings of the ... American Control Conference. 1811–1816. 28 indexed citations

11.

Yamada, Yuji & James A. Primbs. (2004). Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging. Asia-Pacific Financial Markets. 11(3). 335–365. 10 indexed citations

12.

Yamada, Yuji & James A. Primbs. (2003). Mean square optimal hedges using higher order moments. 5. 131–137. 5 indexed citations

13.

Yamada, Yuji & James A. Primbs. (2002). VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING. International Journal of Theoretical and Applied Finance. 5(4). 333–354. 7 indexed citations

14.

Primbs, James A., et al.. (2002). Control Lyapunov function based receding horizon control for time-varying systems. 2. 1382–1383. 1 indexed citations

15.

Primbs, James A.. (2001). The analysis of optimization based controllers. Automatica. 37(6). 933–938. 29 indexed citations

16.

Yu, Jie, et al.. (2001). Comparison of nonlinear control design techniques on a model of the Caltech ducted fan. Automatica. 37(12). 1971–1978. 36 indexed citations

17.

Yamada, Yuji & James A. Primbs. (2000). Distribution-based option pricing on lattice asset dynamics models. 19. 3393–3397 vol.5. 2 indexed citations

18.

Primbs, James A. & V. Nevistic. (2000). Feasibility and stability of constrained finite receding horizon control. Automatica. 36(7). 965–971. 81 indexed citations

19.

Primbs, James A. & V. Nevistic. (1997). MPC extensions to feedback linearizable systems. 2073–2077 vol.3. 15 indexed citations

20.

Nevistic, V. & James A. Primbs. (1996). Constrained nonlinear optimal control: a converse HJB approach. CaltechAUTHORS (California Institute of Technology). 66(4). 756–68. 73 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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