Optimal Control of Linear Econometric Systems with Finite Time Horizon

DOI10.2307/2525902MaRDI QIDQ5640971zbMATH OpenOpenAlexFDO

Authors Gregory C. Chow

Publication date 1972

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

Full work available at URL https://doi.org/10.2307/2525902

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cited in

(6)

• Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations
• Decentralized control problems in Neumann-economies
• Optimal feedback stabilization policy with asymmetric loss functions
• RISK MINIMIZATION BY LINEAR FEEDBACK
• Application of adaptive control to economic stabilization policy
• INTEREST RATE POLICY VERSUS MONEY STOCK POLICY IN AN OPTIMAL CONTROL FRAMEWORK

This page was built for publication: Optimal Control of Linear Econometric Systems with Finite Time Horizon

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5640971)