Quadratic open-loop optimal control of economic systems

DOI10.1109/TAC.1984.1103548MaRDI QIDQ3327590zbMATH OpenFDO

Authors Arthur Havenner

Publication date 1984

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1984.1103548

zbMATH Keywords

distributed lag estimatorsmulticollinearityquadratic open-loop controlrestricted least-squares estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Numerical methods for mathematical programming, optimization and variational techniques (65K99) Identification in stochastic control theory (93E12)

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Cited in

(2)

• Conditions of optimality of quasiopen-loop strategies
• Direct solution to an optimal control problem of econometric systems

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