On almost periodic processes in uncertain impulsive delay models of price fluctuations in commodity markets

DOI10.1016/J.AMC.2012.10.111MaRDI QIDQ2434841zbMATH OpenOpenAlexFDO

Authors Alexander G. Stamov, G. T. Stamov

Publication date 31 January 2014

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2012.10.111

zbMATH Keywords

stabilityalmost periodic solutionsimpulsesdelaysuncertain modelprice fluctuations in single commodity markets

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic dynamics (91B55)

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• A new definition for time-dependent price mean reversion in commodity markets
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