OPTCON: An algorithm for the optimal control of nonlinear stochastic models
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Publication:684787
DOI10.1007/BF02071066zbMATH Open0782.93095MaRDI QIDQ684787FDOQ684787
Authors: Josef Matulka, Reinhard Neck 
Publication date: 6 October 1993
Published in: Annals of Operations Research (Search for Journal in Brave)
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Cites Work
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- An Adaptive Learning Rule for Multiperiod Decision Problems
- Stochastic optimum control of macroeconometric models using the algorithm OPTCON
- Small Sets of Homeomorphisms Which Control Manifolds
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- Stochastic control of econometric models for Slovenia
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- Stochastic and robust control of nonlinear economic systems
- S. O. C. R. A. t. E. S. -- Simultaneous optimal control by recursive and adaptive estimation system: Problem formulation and computational results
- Model reference control for an economic growth cycle model
- Optimal budgetary and monetary policies under uncertainty: A stochastic control approach
- An application of optimal control theory in economics: optimal fiscal and monetary policies in Iran
- New insights into optimal control of nonlinear dynamic econometric models: application of a heuristic approach
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- OPTCON
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- Computational aspects in applied stochastic control
- An algorithm for evaluating the number of controls in trigger--target models
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