Chow's method of optimal control

DOI10.1016/S0165-1889(97)00004-3MaRDI QIDQ1391761zbMATH OpenFDO

Authors Michael Reiter

Publication date 23 July 1998

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingGrowth modellinear quadratic approximations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Economic growth models (91B62) Application models in control theory (93C95)

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Cites work

• scientific article; zbMATH DE number 3460142 (Why is no real title available?)
• A Schur method for solving algebraic Riccati equations
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• Optimal control without solving the Bellman equation
• Time to Build and Aggregate Fluctuations

Cited in

(2)

• Chow's method of optimal control: A numerical solution
• On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux

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