Stochastic control for economic models: past, present and the paths ahead
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Publication:953733
DOI10.1016/j.jedc.2003.02.002zbMath1202.93173OpenAlexW2129552838MaRDI QIDQ953733
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2003.02.002
adaptive controlfeedbackrobust controlstochastic controlparameter uncertaintyeconomic modelsmin-max controlfeedback rulesLucas critiquequadratic-linear systems
Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20)
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Uses Software
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