scientific article; zbMATH DE number 3752669
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Publication:3936558
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(63)- Computing the steady state of linear quadratic optimization models with rational expectations
- Nonconvexities in a stochastic control problem with learning
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- Stochastic policy design in a learning environment with rational expectations.
- Learning and control in a changing economic environment.
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- Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
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- Implicit dual control for general stochastic systems
- Method of stochastic optimal control by bayesian filtering techniques
- Constrained control algorithm for non-linear control problems
- Optimal stabilization policy with control lags and imperfect state observations
- Informetric analysis of dynamic decision rules in applied economic models: a selective survey
- Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling
- Control: a perspective
- Optimal design of robust control for positive fuzzy dynamic systems with one-sided control constraint
- The parameter set in an adaptive control Monte Carlo experiment: some considerations
- Numerical solutions of the algebraic matrix Riccati equation
- Solving stochastic optimization models with learning and rational expectations
- Policy bargains and the problem of model selection
- OPTCON: An algorithm for the optimal control of nonlinear stochastic models
- Implementing stochastic control software on supercomputing machines
- Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
- A classification system for economic stochastic control models
- Parameter uncertainty and policy intensity: some extensions and suggestions for further work
- Approximate policy optimization and adaptive control in regression models
- Mitigation of the Lucas critique with stochastic control methods
- Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output
- Stochastic control for economic models: past, present and the paths ahead
- Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
- A ``nearly ideal solution to linear time-varying rational expectations models
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