LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS

DOI10.1017/S1365100599013048zbMath0942.91064MaRDI QIDQ4944073

David A. Kendrick, Hans M. Amman

Publication date: 19 March 2000

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationnumerical experimentsrational expectationslinear quadratic optimization

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05) Stochastic programming (90C15) Economic growth models (91B62)

Related Items (7)

A classification system for economic stochastic control models ⋮ Computing the steady state of linear quadratic optimization models with rational expectations ⋮ Mitigation of the Lucas critique with stochastic control methods ⋮ Stochastic control for economic models: past, present and the paths ahead ⋮ A ``nearly ideal solution to linear time-varying rational expectations models ⋮ Robust control: a note on the response of the control to changes in the ``free parameter conditional on the character of nature ⋮ Stochastic policy design in a learning environment with rational expectations.

This page was built for publication: LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS