Receding horizon control of jump linear systems and a macroeconomic policy problem

DOI10.1016/S0165-1889(98)00058-XzbMath0962.91058OpenAlexW1970461743WikidataQ128141275 ScholiaQ128141275MaRDI QIDQ1960702

Tamer Başar, João B. R. do Val

Publication date: 12 January 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(98)00058-x

zbMATH Keywords

Markov chainmacroeconomic modellinear feedback controls

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Optimal feedback synthesis (49N35) Macroeconomic theory (monetary models, models of taxation) (91B64)

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