Stochastic and robust control of nonlinear economic systems
From MaRDI portal
Publication:1330535
DOI10.1016/0377-2217(94)90267-4zbMath0821.90024MaRDI QIDQ1330535
Publication date: 21 July 1994
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(94)90267-4
decision making under uncertainty; robust optimal policy; nonlinear economic systems; parametrized simple feedback decision rules; sensitivity expression
90C90: Applications of mathematical programming
91B62: Economic growth models
93E20: Optimal stochastic control
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