Optimal control and stochastic simulation of large nonlinear models with rational expectations

DOI10.1023/A:1023947827146MaRDI QIDQ1397409zbMATH OpenFDO

Authors Ray C. Fair

Publication date 6 August 2003

Published in Computational Economics (Search for Journal in Brave)

zbMATH Keywords

rational expectationsoptimal controlstochastic simulation

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Applications of optimal control and differential games (49N90)

Cited in

(3)

• The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation
• Small noise methods for risk-sensitive/robust economies
• Stochastic control for economic models: past, present and the paths ahead

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