A fractional-order impulsive delay model of price fluctuations in commodity markets: almost periodic solutions

In this paper an impulsive time-varying model for the dynamics of price adjustment in a single commodity market using the Caputo fractional-order derivative is developed. Applying the fractional Lyapunov method and Mittag-Leffler functions, we give sufficient conditions for the existence of an almost periodic solution. The uniform asymptotic stability and Mittag-Leffler stability are also considered.