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New insights into optimal control of nonlinear dynamic econometric models: Application of a heuristic approach

  • Published:2013-04 Issue:4 Volume:37 Page:821-837
  • ISSN:0165-1889
  • Container-title:Journal of Economic Dynamics and Control
  • language:en
  • Short-container-title:Journal of Economic Dynamics and Control

Author:

Blueschke D.,Blueschke-Nikolaeva V.,Savin I.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference26 articles.

1. Optimization of Stochastic Systems. Topics in Discrete-Time Dynamics;Aoki,1989

2. Blueschke, D., 2011. Optimal Policies for Nonlinear Economic Models: The OPTGAME3 and OPTCON2 Algorithms. Ph.D. thesis, Klagenfurt University.

3. Optimal control of nonlinear dynamic econometric models;Blueschke-Nikolaeva;Computational Statistics and Data Analysis,2012

4. Analysis and Control of Dynamic Economic Systems;Chow,1975

5. Econometric Analysis by Control Methods;Chow,1981

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