scientific article; zbMATH DE number 3492382
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Publication:4074598
zbMATH Open0314.90001MaRDI QIDQ4074598FDOQ4074598
Authors: Gregory C. Chow 
Publication date: 1975
Title of this publication is not available (Why is that?)
Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20) Stochastic analysis (60H99) Mathematical economics (91Bxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Cited In (84)
- Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output
- Qualitative decomposition of the eigenvalue problem in a dynamic system
- Credibility and time consistency in a stochastic world
- Macro-dynamic policy formulation with conflicting views of the economy: a synthesis of optimal control and feedback design†
- Reducing the dimensionality of linear quadratic control problems
- A stabilization policy for an economy with some unknown characteristics
- Recursive estimation of simultaneous equation models
- Optimal control in wide-sense stationary continuous-time stochastic models
- Active learning. Monte Carlo results
- A controlled linearized Kalman filter for economic forecasting and adaptive modelling
- Polynomial operators and the asymptotic distribution of dynamic multipliers
- Determining the final form of a linear dynamic econometric model
- On the complexity of linear quadratic control
- Receding horizon control of jump linear systems and a macroeconomic policy problem
- Note on utilizing stochastic optimal control in aggregate production planning
- The application and expansion of the input-output consumption-tracking control model
- A superlinearly convergent constrained min-max algorithm for rival models of the same system
- An analytic Riccati solution for two-target discrete-time control
- Stochastic optimum control of macroeconometric models using the algorithm OPTCON
- Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling
- Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters
- Mitigation of the Lucas critique with stochastic control methods
- Optimal fixed rules and simple feedback laws in the design of economic policy
- Optimal Premium Control in a Non-life Insurance Business
- Controlling chaos-forced van der Pol equation
- State space modeling of multiple time series
- Optimal experimental control in econometrics: the simultaneous equation problem
- Optimization of an Economic System Using Nonlinear Decomposition
- On the control of structural models
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
- Analytical uses of Kalman filtering in econometrics — A survey
- Stochastic control for economic models: past, present and the paths ahead
- Economic policy rules for risk-sensitive decision making
- Self-tuning leader-follower games
- Stochastic policy design in a learning environment with rational expectations.
- Multistage linear programming for discrete optimal control with distributed-lags
- On the control of structural models. Comment
- Comparison of adaptive controllers
- Risk, uncertainty, and complexity
- Optimal consumption under deterministic income
- Recursive stability analysis of linear regression relationships. An exploratory methodology
- A classification system for economic stochastic control models
- Dual adaptive control and uncertainty effects in macroeconomic systems optimization
- Optimal control without solving the Bellman equation
- A suboptimal dual controller for stochastic systems with unknown parameters
- The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component
- Dynamic models as tools for forecasting and planning: A presentation and some methodological aspects
- Optimal taxation in an RBC model: A linear-quadratic approach
- 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
- Indicator variables for optimal policy under asymmetric information
- OPTCON: An algorithm for the optimal control of nonlinear stochastic models
- Some results for the comparative statics of steady states of higher-order discrete dynamic systems
- On the choice of weighting matrices in the minimum variance controller
- A knowledge-based system for robustness analysis of large-scale economic systems
- Optimal estimation policies of stochastic linear systems with time- varying parameters
- Spectral utility, Wiener-Hopf techniques, and rational expectations
- Anwendungen des Maximumprinzips im Operations Research. I
- Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
- Optimal economic policies and uncertainty: the case against policy selection by nonlinear programming
- RISK MINIMIZATION BY LINEAR FEEDBACK
- Square indefinite LQ-problem: Existence of a unique solution
- Optimal estimation control strategies for dynamic economic models with applications to environmental modelling
- The stochastic interdependence of dynamic risk-sensitive decision rules
- Convergence of self-tuning regulators under conditional heteroscedastic noises with unknown high-frequency gain
- Some aspects of diffusion processes
- Optimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to sampling
- FIML estimation of dynamic econometric systems from inconsistent data
- Optimal budgetary and monetary policies under uncertainty: A stochastic control approach
- Application of filtering methods in econometrics
- An application of interpretive structural modelling to analyse preference structure in multiobjective dynamic environmental-economic systems†
- Analytical solution of a modified single item continuous production inventory model under constant deterioration, goal levels and penalties
- Method of stochastic optimal control by bayesian filtering techniques
- Constrained control algorithm for non-linear control problems
- A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
- Optimal control of nonlinear dynamic econometric models: an algorithm and an application
- Optimal stabilization policy with control lags and imperfect state observations
- A dynamical existence problem of macroeconomic policy model
- CONTROLLABILITY AND OBSERVABILITY IN THE OPTIMAL CONTROL OF LINEAR ECONOMETRIC MODELS
- Informetric analysis of dynamic decision rules in applied economic models: a selective survey
- Optimal control of economic growth with application to Korean economy
- Stochastic control for linear discrete-time distributed-lag models
- No such thing as a perfect hammer: comparing different objective function specifications for optimal control
- A COMPARATIVE STUDY ON THE USE OF STATE‐SPACE REPRESENTATIONS FOR MULTIVARIABLE ECONOMIC SYSTEMS AND THE STRUCTURAL PROPERTIES
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