scientific article
From MaRDI portal
Publication:4074598
zbMath0314.90001MaRDI QIDQ4074598
Publication date: 1975
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Stochastic analysis (60H99) Mathematical economics (91Bxx)
Related Items (84)
On the complexity of linear quadratic control ⋮ Stochastic optimum control of macroeconometric models using the algorithm OPTCON ⋮ Method of stochastic optimal control by bayesian filtering techniques ⋮ Optimal control without solving the Bellman equation ⋮ Optimal economic policies and uncertainty: the case against policy selection by nonlinear programming ⋮ Optimal estimation control strategies for dynamic economic models with applications to environmental modelling ⋮ Computational aspects in applied stochastic control ⋮ Credibility and time consistency in a stochastic world ⋮ A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy ⋮ Optimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to sampling ⋮ Optimal control in wide-sense stationary continuous-time stochastic models ⋮ A classification system for economic stochastic control models ⋮ Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters ⋮ Controlling chaos-forced van der Pol equation ⋮ Optimal budgetary and monetary policies under uncertainty: A stochastic control approach ⋮ Spectral utility, Wiener-Hopf techniques, and rational expectations ⋮ Self-tuning leader-follower games ⋮ No such thing as a perfect hammer: comparing different objective function specifications for optimal control ⋮ A superlinearly convergent constrained min-max algorithm for rival models of the same system ⋮ A COMPARATIVE STUDY ON THE USE OF STATE‐SPACE REPRESENTATIONS FOR MULTIVARIABLE ECONOMIC SYSTEMS AND THE STRUCTURAL PROPERTIES ⋮ Convergence of self-tuning regulators under conditional heteroscedastic noises with unknown high-frequency gain ⋮ Macro-dynamic policy formulation with conflicting views of the economy: a synthesis of optimal control and feedback design† ⋮ The stochastic interdependence of dynamic risk-sensitive decision rules ⋮ A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization ⋮ Optimal control of nonlinear dynamic econometric models: an algorithm and an application ⋮ Dual adaptive control and uncertainty effects in macroeconomic systems optimization ⋮ On the control of structural models ⋮ On the control of structural models. Comment ⋮ Analytical uses of Kalman filtering in econometrics — A survey ⋮ Comparison of adaptive controllers ⋮ Analytical solution of a modified single item continuous production inventory model under constant deterioration, goal levels and penalties ⋮ Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling ⋮ Receding horizon control of jump linear systems and a macroeconomic policy problem ⋮ Recursive estimation of simultaneous equation models ⋮ Anwendungen des Maximumprinzips im Operations Research. I ⋮ Dynamic models as tools for forecasting and planning: A presentation and some methodological aspects ⋮ Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems ⋮ Constrained control algorithm for non-linear control problems ⋮ Mitigation of the Lucas critique with stochastic control methods ⋮ Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output ⋮ Indicator variables for optimal policy under asymmetric information ⋮ Stochastic control for economic models: past, present and the paths ahead ⋮ OPTCON: An algorithm for the optimal control of nonlinear stochastic models ⋮ Optimal consumption under deterministic income ⋮ Optimal taxation in an RBC model: A linear-quadratic approach ⋮ Reducing the dimensionality of linear quadratic control problems ⋮ Optimal estimation policies of stochastic linear systems with time- varying parameters ⋮ A knowledge-based system for robustness analysis of large-scale economic systems ⋮ Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy? ⋮ Economic policy rules for risk-sensitive decision making ⋮ A dynamical existence problem of macroeconomic policy model ⋮ A suboptimal dual controller for stochastic systems with unknown parameters ⋮ RISK MINIMIZATION BY LINEAR FEEDBACK ⋮ Optimal Premium Control in a Non-life Insurance Business ⋮ CONTROLLABILITY AND OBSERVABILITY IN THE OPTIMAL CONTROL OF LINEAR ECONOMETRIC MODELS ⋮ Multistage linear programming for discrete optimal control with distributed-lags ⋮ State space modeling of multiple time series ⋮ A stabilization policy for an economy with some unknown characteristics ⋮ A controlled linearized Kalman filter for economic forecasting and adaptive modelling ⋮ Polynomial operators and the asymptotic distribution of dynamic multipliers ⋮ Determining the final form of a linear dynamic econometric model ⋮ Note on utilizing stochastic optimal control in aggregate production planning ⋮ The application and expansion of the input-output consumption-tracking control model ⋮ Application of filtering methods in econometrics ⋮ On the choice of weighting matrices in the minimum variance controller ⋮ Stochastic control for linear discrete-time distributed-lag models ⋮ An application of interpretive structural modelling to analyse preference structure in multiobjective dynamic environmental-economic systems† ⋮ The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component ⋮ Some results for the comparative statics of steady states of higher-order discrete dynamic systems ⋮ Some aspects of diffusion processes ⋮ Square indefinite LQ-problem: Existence of a unique solution ⋮ Optimal stabilization policy with control lags and imperfect state observations ⋮ Recursive stability analysis of linear regression relationships. An exploratory methodology ⋮ Stochastic policy design in a learning environment with rational expectations. ⋮ FIML estimation of dynamic econometric systems from inconsistent data ⋮ Optimal experimental control in econometrics: the simultaneous equation problem ⋮ Active learning. Monte Carlo results ⋮ Risk, uncertainty, and complexity ⋮ Informetric analysis of dynamic decision rules in applied economic models: a selective survey ⋮ Optimal fixed rules and simple feedback laws in the design of economic policy ⋮ Optimization of an Economic System Using Nonlinear Decomposition ⋮ Qualitative decomposition of the eigenvalue problem in a dynamic system ⋮ Optimal control of economic growth with application to Korean economy ⋮ An analytic Riccati solution for two-target discrete-time control
This page was built for publication: