Pages that link to "Item:Q673254"
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The following pages link to Numerical solutions of the algebraic matrix Riccati equation (Q673254):
Displaying 8 items.
- Mitigation of the Lucas critique with stochastic control methods (Q951408) (← links)
- Reducing the dimensionality of linear quadratic control problems (Q959725) (← links)
- Computing the steady state of linear quadratic optimization models with rational expectations (Q1129157) (← links)
- A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting (Q1274837) (← links)
- Using the generalized Schur form to solve a multivariate linear rational expectations model (Q1575614) (← links)
- An analytic Riccati solution for two-target discrete-time control (Q1605709) (← links)
- Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems (Q1978473) (← links)
- Applying the Newton—Raphson method in order to solve the Riccati algebraic equations in dynamic structural controlled models (Q2846376) (← links)
