Stochastic control for economic models: past, present and the paths ahead
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Publication:953733
DOI10.1016/J.JEDC.2003.02.002zbMATH Open1202.93173OpenAlexW2129552838MaRDI QIDQ953733FDOQ953733
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2003.02.002
Recommendations
adaptive controlfeedbackrobust controlstochastic controlparameter uncertaintyeconomic modelsmin-max controlfeedback rulesLucas critiquequadratic-linear systems
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stochastic models in economics (91B70) Optimal stochastic control (93E20)
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Cited In (25)
- Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach
- On the potential use of adaptive control methods for improving adaptive natural resource management
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- Robust \(H_\infty\) control for a generic linear rational expectations model of economy
- Controllability analysis for a class of linear quadratic conformable fractional game-based control systems
- Propagation of data error and parametric sensitivity in computable general equilibrium models
- Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling
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- Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters
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- Implementation of dynamic programming for chaos control in discrete systems
- Optimal consumption under deterministic income
- Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
- A classification system for economic stochastic control models
- Controllability of Stochastic Game-Based Control Systems
- On the controllability of continuous-time macroeconomic models
- A stochastic control model of economic growth with environmental disaster prevention
- Introduction to the special issue on stochastic modelling, control, and robust optimization at the crossroads of engineering, environmental economics, and finance
- Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework
- Dynamical regimes due to technological change in a microeconomical model of production
- Duali: software for solving stochastic control problems in economics
- Linear-quadratic approximation of optimal policy problems
- Linear Generalized Stochastic Systems for Insurance Portfolios
Uses Software
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