Continuous-Time Regulation of a Class of Econometric Models
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(16)- State-feedback control of Markov jump linear systems with hidden-Markov mode observation
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
- \(H^{2}\) optimal control for linear stochastic systems
- Receding horizon control of jump linear systems and a macroeconomic policy problem
- Stability and stabilization of Markov jump systems with generally uncertain transition rates
- Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients
- On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
- Resilient model approximation for Markov jump time-delay systems via reduced model with hierarchical Markov chains
- Stability of Markov regenerative switched linear systems
- H2-Filtering for discrete-time hidden Markov jump systems
- Static output feedback control for discrete-time hidden Markov jump systems against deception attacks
- Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters
- Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems
- Dwell time analysis of deterministic and stochastic switched systems
- Optimal policy in Markov-switching rational expectations models
- Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
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