Linear Quadratic Control Theory for Models with Long Lags

DOI10.2307/1912681MaRDI QIDQ4150761zbMATH OpenOpenAlexFDO

Authors Alfred Norman, W. S. Jung

Publication date 1977

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912681

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Cited in

(6)

• On the control of structural models
• Some identification and estimation results for regression models with stochastically varying coefficients
• Risk, uncertainty, and complexity
• Computability, complexity and economics
• On the complexity of linear quadratic control
• Stochastic control for economic models: past, present and the paths ahead

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