Computing the steady state of linear quadratic optimization models with rational expectations
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Cites work
- An Algorithm for Generalized Matrix Eigenvalue Problems
- Handbook of computational economics. Vol. 1
- scientific article; zbMATH DE number 3752669 (Why is no real title available?)
- scientific article; zbMATH DE number 43856 (Why is no real title available?)
- LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
- Numerical solutions of the algebraic matrix Riccati equation
- Solving linear rational expectations models
- Solving stochastic optimization models with learning and rational expectations
- The Solution of Linear Difference Models under Rational Expectations
Cited in
(15)- On the complexity of linear quadratic control
- Stochastic policy design in a learning environment with rational expectations.
- Computing the risky steady state of DSGE models
- Dualization and discretization of linear-quadratic control problems with bang-bang solutions
- An OLS approach to computing Ramsey equilibria in medium-scale macroeconomic models
- LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
- Douglas–Rachford algorithm for control-constrained minimum-energy control problems
- Optimal Control Duality and the Douglas–Rachford Algorithm
- A new method based on least-squares support vector regression for solving optimal control problems.
- The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation
- A geometric programming approach to profit maximization
- A computational method for the maximization of long-run and short-run profit
- Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design
- Mitigation of the Lucas critique with stochastic control methods
- A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models
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