Dynamic optimization and forward looking processes

DOI10.1016/S0165-1889(97)00041-9MaRDI QIDQ1390901zbMATH OpenOpenAlexFDO

Authors Piermarco Cannarsa, Massimo Giannini, Maria Elisabetta Tessitore

Publication date 22 July 1998

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

Full work available at URL https://doi.org/10.1016/s0165-1889(97)00041-9

zbMATH Keywords

forward looking processesnon-cooperative differential gamesoptimizationrational expectations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Other game-theoretic models (91A40) Economic growth models (91B62) Linear systems in control theory (93C05) Application models in control theory (93C95)

Recommendations

• Control of linear systems with rational expectations. The case of incomplete information
• scientific article; zbMATH DE number 4118294
• Some thoughts on rational expectations models, and alternate formulations
• HOMEOSTATIC VERSUS ACTIVE POLICIES IN A NONLINEAR OPTIMAL CONTROL PROBLEM
• Dynamic optimization and mathematical economics

Cites work

• Control of Functional Differential Equations of Retarded and Neutral Type to Target Sets in Function Space
• Equilibrium Feedback Control in Linear Games with Quadratic Costs
• scientific article; zbMATH DE number 1243371 (Why is no real title available?)
• Sufficient conditions for Stackelberg and Nash strategies with memory
• The Stability of Models of Money and Growth with Perfect Foresight
• Variational Problems Involving Functional Differential Equations

Cited in

(6)

• Forward-looking variables in deterministic control
• Preface: Lyapunov's methods in stability and control. II
• Non-causal models in long term planning via set contractive optimal control methods
• HOMEOSTATIC VERSUS ACTIVE POLICIES IN A NONLINEAR OPTIMAL CONTROL PROBLEM
• scientific article; zbMATH DE number 4118294 (Why is no real title available?)
• Dynamic adjustment cost models with forward‐looking behaviour

This page was built for publication: Dynamic optimization and forward looking processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1390901)