Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters
From MaRDI portal
Publication:853649
DOI10.1007/s10614-005-9002-6zbMath1101.93047MaRDI QIDQ853649
Publication date: 17 November 2006
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-005-9002-6
93C55: Discrete-time control/observation systems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Mitigation of the Lucas critique with stochastic control methods
- Stochastic control for economic models: past, present and the paths ahead
- A constrained min-max algorithm for rival models
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients
- Nonconvexities in a stochastic control problem with learning
- A constrained min-max algorithm for rival models of the same economic system
- The nonconvexities problem in adaptive control models: A simple computational solution
- Adaptive control in the presence of time-varying parameters
- Optimization of stochastic systems. Topics in discrete-time systems
- Mathematical Optimization and Economic Theory
- Adaptive stochastic control for a class of linear systems
- Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
- Nonconvexities in Stochastic Control Models
- Robust Permanent Income and Pricing
- Effect of Uncertainty on Optimal Control Policies
- On the adaptive control of linear systems using the open-loop-feedback-optimal approach
- Wide-sense adaptive dual control for nonlinear stochastic systems
- An iterative design procedure for simultaneous stabilization of MIMO systems
- The rational expectation hypothesis, time-varying parameters and adaptive control. A promising combination?
