Dual adaptive control and uncertainty effects in macroeconomic systems optimization

DOI10.1016/0005-1098(80)90050-3zbMath0433.93031OpenAlexW2041700410MaRDI QIDQ1139539

Yaakov Bar-Shalom, Kent D. Wall

Publication date: 1980

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(80)90050-3

zbMATH Keywords

dual control

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming in optimal control and differential games (49L20) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Dynamic programming (90C39) Economic growth models (91B62) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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Cites Work

• Foundations of the theory of learning systems. Translated by Z. J. Nikolic
• Dual effect, certainty equivalence, and separation in stochastic control
• A Stochastic Optimal Control Technique for Models with Estimated Coefficients
• Effect of Uncertainty on Optimal Control Policies
• Wide-sense adaptive dual control for nonlinear stochastic systems
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