Generalization of affine feedback stock trading results to include stop-loss orders

The main question we would like to address in this paper is as follows: Given a geometric Brownian motion (GBM) the underlying stock price model, what cumulative distribution function (CDF) for trading profit or loss, call it g(t), when an affine feedback control strategy with stop-loss order considered? Moreover, possible obtain closed-form characterization desired CDF g(t) so that theoretician practical trader might be benefited from it? answers these questions are affirmative. In paper, provide expression loss. addition, show controller indeed generalizes result without stop sense of function. Some simulations and illustrative examples also provided supporting evidence theory.