Mitigation of the Lucas critique with stochastic control methods (Q951408): Difference between revisions

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+Computing the steady state of linear quadratic optimization models with rational expectations
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+Stochastic policy design in a learning environment with rational expectations.
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+LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
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+Numerical solutions of the algebraic matrix Riccati equation
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+The Solution of Linear Difference Models under Rational Expectations
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+Solving linear rational expectations models
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+Adaptive control in the presence of time-varying parameters
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+The Efficient Estimation of Econometric Models with Rational Expectations
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