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Stochastic control for economic models: past, present and the paths ahead

  • Published:2005-01 Issue:1-2 Volume:29 Page:3-30
  • ISSN:0165-1889
  • Container-title:Journal of Economic Dynamics and Control
  • language:en
  • Short-container-title:Journal of Economic Dynamics and Control

Author:

Kendrick David A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference136 articles.

1. A comparison of three control algorithms to the monetarist–fiscalist debate;Abel;Annals of Economic and Social Measurement,1975

2. Optimal learning by experimentation;Aghion;Review of Economic Studies,1991

3. Active learning;Amman;Journal of Economic Dynamics and Control,1994

4. Nonconvexities in stochastic control models;Amman;International Economic Review,1995

5. Erratum to active learning;Amman;Journal of Economic Dynamics and Control,1997

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