Stochastic control for economic models: past, present and the paths ahead
From MaRDI portal
(Redirected from Publication:953733)
Recommendations
Cites work
- scientific article; zbMATH DE number 4014390 (Why is no real title available?)
- scientific article; zbMATH DE number 437299 (Why is no real title available?)
- scientific article; zbMATH DE number 3869018 (Why is no real title available?)
- scientific article; zbMATH DE number 3752669 (Why is no real title available?)
- scientific article; zbMATH DE number 3456627 (Why is no real title available?)
- scientific article; zbMATH DE number 3492382 (Why is no real title available?)
- scientific article; zbMATH DE number 3598340 (Why is no real title available?)
- scientific article; zbMATH DE number 1243371 (Why is no real title available?)
- scientific article; zbMATH DE number 1131476 (Why is no real title available?)
- scientific article; zbMATH DE number 1154019 (Why is no real title available?)
- scientific article; zbMATH DE number 1790589 (Why is no real title available?)
- scientific article; zbMATH DE number 1834580 (Why is no real title available?)
- scientific article; zbMATH DE number 3086055 (Why is no real title available?)
- A Note on Certainty Equivalence in Dynamic Planning
- A constrained min-max algorithm for rival models of the same economic system
- A linear algebraic procedure for solving linear perfect foresight models
- A note on global optimization in adaptive control, econometrics and macroeconomics.
- A stabilization policy for an economy with some unknown characteristics
- Active learning. Monte Carlo results
- Adaptive control in the presence of time-varying parameters
- Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
- An Adaptive Learning Rule for Multiperiod Decision Problems
- An actively adaptive control for linear systems with random parameters via the dual control approach
- Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model
- Caution in macroeconomic policy: Uncertainty and the relative intensity of policy
- Complex nonlinear dynamics and computational methods. Special issue
- Controlling a Stochastic Process with Unknown Parameters
- Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
- Dynamic specifications in optimizing trend-deviation macro models.
- Effect of Uncertainty on Optimal Control Policies
- LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
- Learning and control in a changing economic environment.
- Learning by doing and the value of optimal experimentation
- Linear Decision Rules for Economic Stabilization and Growth
- Linear Quadratic Control Theory for Models with Long Lags
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients
- Mitigation of the Lucas critique with stochastic control methods
- Nonconvexities in Stochastic Control Models
- Nonconvexities in a stochastic control problem with learning
- Observers and macroeconomic systems. Computation of policy trajectories with separate model based control
- On the complexity of linear quadratic control
- On the control of structural models
- Optimal Control of an Unknown Linear Process with Learning
- Optimal Learning by Experimentation
- Optimal Policies for Economic Stabilization
- Optimal Stabilization Policies for Deterministic and Stochastic Linear Economic Systems
- Optimal control and stochastic simulation of large nonlinear models with rational expectations
- Optimal fixed rules and simple feedback laws in the design of economic policy
- Optimal open loop cheating in dynamic reversed linear-quadratic Stackelberg games
- Optimization of stochastic systems. Topics in discrete-time systems
- Programming languages in economics
- Robust Permanent Income and Pricing
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
- Should macroeconomic policy makers consider parameter covariances?
- Simplicity versus optimality: The choice of monetary policy rules when agents must learn
- Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
- Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
- Solving linear rational expectations models
- Stochastic policy design in a learning environment with rational expectations.
- Teaching macroeconomics with GAMS
- The DUALI/DUALPC software for optimal control models
- The Multi-Period Control Problem Under Uncertainty
- The Solution of Linear Difference Models under Rational Expectations
- The nonconvexities problem in adaptive control models: A simple computational solution
- Using Randomization to Break the Curse of Dimensionality
- Visualisation in the simulation and control of economic models
Cited in
(26)- 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
- scientific article; zbMATH DE number 970034 (Why is no real title available?)
- Robust \(H_\infty\) control for a generic linear rational expectations model of economy
- 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
- Controllability analysis for a class of linear quadratic conformable fractional game-based control systems
- Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters
- scientific article; zbMATH DE number 5480935 (Why is no real title available?)
- scientific article; zbMATH DE number 1293830 (Why is no real title available?)
- scientific article; zbMATH DE number 2190126 (Why is no real title available?)
- scientific article; zbMATH DE number 47727 (Why is no real title available?)
- 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
- On the controllability of continuous-time macroeconomic models
- Nonconcave stochastic optimal control in finite discrete time under model uncertainty
- Linear generalized stochastic systems for insurance portfolios
- 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
- Controllability of stochastic game-based control systems
This page was built for publication: Stochastic control for economic models: past, present and the paths ahead
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q953733)