RISK MINIMIZATION BY LINEAR FEEDBACK

DOI10.1108/EB005519MaRDI QIDQ3863641zbMATH OpenOpenAlexFDO

Authors Siegmar Stöppler

Publication date 1979

Published in Kybernetes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/eb005519

zbMATH Keywords

quadratic cost functionaleconometric modeldata from the German economydynamic economic planningmathematical optimization methodsnumerical determination of optimal policiesoptimal feedback stochastic controlquantitative economic policy

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of mathematical programming (90C90) Statistical methods; economic indices and measures (91B82) Economic growth models (91B62)

Cites work

• scientific article; zbMATH DE number 3492382 (Why is no real title available?)
• scientific article; zbMATH DE number 3253656 (Why is no real title available?)
• Optimal Control of Linear Econometric Systems with Finite Time Horizon

Cited in

(2)

• Stochastic and robust control of nonlinear economic systems
• Robust optimal decisions with stochastic nonlinear economic systems

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