A Nonlinear Optimal Control Approach to Stabilization of Business Cycles of Finance Agents

Author:

Rigatos G.,Siano P.,Ghosh T.

Funder

Unit of Industrial Automation / Industrial Systems Institute

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Reference38 articles.

1. Anderson, H., & Ramsey, J. (2002). U.S. and Canadian industrial production indices as coupled oscillators. Journal of Economic Dynamics and Control, 26, 33–67.

2. Andrievsky, B., Dymkin, E., & Fradkov, A. (1997) Adaptive control of nonlinear business cycle models. In Proceedings of IC&C’97, International Conference on Informatics and Control, St. Petersburg, Russia.

3. Ashada, T., & Yoshida, H. (2003). Coefficient criterion for four-dimensional Hopf bifurcations: A complete mathematical characterisation and applications to economic dynamics. Chaos, Solitons and Fractals, 18, 525–536.

4. Barnett, W., & He, Y. (1999). Stability analysis of continuous-time macroeconometric systems. Studies in nonlinear dynamics and econometrics (Vol. 3, pp. 169–188). Berlin: De Gruyter.

5. Basseville, M., & Nikiforov, I. (1993). Detection of abrupt changes: Theory and applications. Upper Saddle River: Prentice-Hall.

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