OPTCON: An algorithm for the optimal control of nonlinear stochastic models
From MaRDI portal
Publication:684787
DOI10.1007/BF02071066zbMath0782.93095MaRDI QIDQ684787
Publication date: 6 October 1993
Published in: Annals of Operations Research (Search for Journal in Brave)
Related Items (8)
Stochastic optimum control of macroeconometric models using the algorithm OPTCON ⋮ An application of optimal control theory in economics: optimal fiscal and monetary policies in Iran ⋮ Computational aspects in applied stochastic control ⋮ Optimal budgetary and monetary policies under uncertainty: A stochastic control approach ⋮ Optimal control of nonlinear dynamic econometric models: an algorithm and an application ⋮ Optimal control of fiscal policies for Austria: Applications of a stochastic control algorithm ⋮ Model reference control for an economic growth cycle model ⋮ OPTCON
Cites Work
- Stochastic optimum control of macroeconometric models using the algorithm OPTCON
- Matrix derivatives with an application to an adaptive linear decision problem
- An Adaptive Learning Rule for Multiperiod Decision Problems
- Small Sets of Homeomorphisms Which Control Manifolds
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: OPTCON: An algorithm for the optimal control of nonlinear stochastic models
