Pages that link to "Item:Q1129157"

The following pages link to Computing the steady state of linear quadratic optimization models with rational expectations (Q1129157):

Displaying 9 items.

• Dualization and discretization of linear-quadratic control problems with bang-bang solutions (Q285924) (← links)
• The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation (Q857744) (← links)
• A geometric programming approach to profit maximization (Q858759) (← links)
• A computational method for the maximization of long-run and short-run profit (Q884556) (← links)
• Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design (Q928147) (← links)
• Mitigation of the Lucas critique with stochastic control methods (Q951408) (← links)
• Stochastic policy design in a learning environment with rational expectations. (Q1586794) (← links)
• Douglas–Rachford algorithm for control-constrained minimum-energy control problems (Q6151944) (← links)
• Optimal Control Duality and the Douglas–Rachford Algorithm (Q6198083) (← links)