Effect of Uncertainty on Optimal Control Policies

DOI10.2307/2525976MaRDI QIDQ5183369zbMATH OpenOpenAlexFDO

Authors Gregory C. Chow

Publication date 1973

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525976

Mathematics Subject Classification ID

Stochastic analysis (60H99) Mathematical economics (91B99) Stochastic systems and control (93E99)

Cited in

(8)

• Dual adaptive control and uncertainty effects in macroeconomic systems optimization
• On the control of structural models. Comment
• The design of economic policy under model uncertainty
• CONTROLLABILITY AND OBSERVABILITY IN THE OPTIMAL CONTROL OF LINEAR ECONOMETRIC MODELS
• A classification system for economic stochastic control models
• Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters
• Parameter uncertainty and policy intensity: some extensions and suggestions for further work
• Stochastic control for economic models: past, present and the paths ahead

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