scientific article; zbMATH DE number 3841564
computer programseconometric modelsestimationevaluation of government policiesfeedback controlinflation-unemployment tradeoffknown and unknown parametersoptimal control algorithmquadratic loss functionrational expectationsSoviet economic planningstochastic control theory
Research exposition (monographs, survey articles) pertaining to statistics (62-02) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82) Model systems in control theory (93C99) Optimal stochastic control (93E20)
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- The design of economic policy under model uncertainty
- Stochastic optimum control of macroeconometric models using the algorithm OPTCON
- Computational aspects in applied stochastic control
- A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy
- Model reference control for an economic growth cycle model
- Optimal budgetary and monetary policies under uncertainty: A stochastic control approach
- Optimal control of nonlinear dynamic econometric models: an algorithm and an application
- No such thing as a perfect hammer: comparing different objective function specifications for optimal control
- Economic policy rules for risk-sensitive decision making
- Optimal strategies for dynamic games and the incentive to cooperate
- Classical linear-control analysis applied to business-cycle dynamics and stability
- State space approach to the term structure of interest rates
- Policy bargains and the problem of model selection
- OPTCON: An algorithm for the optimal control of nonlinear stochastic models
- Intertemporal incentive allocation in simple hierarchies
- Supply management with intermittent trade disruptions when the probabilities are not fully known
- Consumer buying dynamics for a single commodity using flow and stock utilities and a principle of minimum total utility imbalance
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