Dynamic optimization without dynamic programming-Reference-Cited by-同舟云学术

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Dynamic optimization without dynamic programming

Published:1992-01 Issue:1 Volume:9 Page:3-9
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Chow Gregory C.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference17 articles.

1. Time-to-build and aggregate fluctuations: some new evidence;Altug;International Economic Review,1989

2. Productive externalities and cyclical volatility;Baxter,1990

3. Optimal stochastic control for linear economic systems;Chow;Journal of Money, Credit and Banking,1970

4. Optimal control of linear econometric systems with finite time horizon;Chow;International Economio Review,1972

5. Effect of uncertainty on optimal control policies;Chow;International Economic Review,1973

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3. An infinite-horizon stochastic discrete-time Pontryagin principle;Nonlinear Analysis: Theory, Methods & Applications;2009-12

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