Optimal control of linear econometric models with intermittent controls

Author:

Deissenberg Christophe

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Reference5 articles.

1. BellmanR. E. 1957, Dynamic Programming, Princeton, New Jersey: Princeton University Press.

2. ChowG. 1975, Analysis and Control of Dynamic Economic Systems, New York-London-Sydney-Toronto: John Wiley & Sons, Inc.

3. Garbade, K. 1976, On the Existence and Uniqueness of Solutions to Multi-Period Linear Quadratic Optimal Control Problems, in International Economic Review. Vol. 17, No. 3, p. 719?731.

4. PindyckR. 1973, Optimal Planning for Economic Stabilization, Amsterdam: North-Holland Publishing Company.

5. PrestonJ. 1977, Existence, Uniqueness, and Stability of Linear Optimal Stabilization Policies, in Pitchford and Turnovsky (Eds.): Applications of Control Theory to Economic Analysis, Amsterdam-New York-Oxford: North-Holland Publishing Company, p. 255?292.

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