scientific article; zbMATH DE number 3779045

MaRDI QIDQ3958221zbMATH OpenFDO

Authors Yasuo Murata

Publication date 1982

zbMATH Keywords

certainty equivalenceeconomic applicationseconomic stabilizationinstrument instabilityKalman filterslinear discrete-time economic systemsLuenberg observersnumerical methodsoptimal control methodsstochastic control methodsuncertain environments

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Economic growth models (91B62) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Control/observation systems governed by ordinary differential equations (93C15) Discrete-time control/observation systems (93C55) Stabilization of systems by feedback (93D15) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Cited in

(4)

• A constrained optimal control program in APL
• Some aspects of diffusion processes
• Analytical uses of Kalman filtering in econometrics — A survey
• Morse index of block Jacobi matrices via optimal control

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