Recent models in dynamic economics: problems of estimating terminal conditions

DOI10.1080/00207729708929447MaRDI QIDQ4363385zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 18 December 1997

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://escholarship.org/uc/item/05g0d8gm

zbMATH Keywords

rational expectationsoptimal growthlinear quadratic controloptimal control policydynamic economic modelsexchange rate volatilitydynamic adjustment model

Mathematics Subject Classification ID

Economic growth models (91B62) Estimation and detection in stochastic control theory (93E10)

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• scientific article; zbMATH DE number 48313 (Why is no real title available?)
• On the Time Consistency of Optimal Policy in a Monetary Economy
• The Estimation of Partial Adjustment Models with Rational Expectations

Cited in

(1)

• Generalized transversality conditions for the Hahn quantum variational calculus

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