Optimal control of nonlinear dynamic econometric models: An algorithm and an application-Reference-Cited by-同舟云学术

Optimal control of nonlinear dynamic econometric models: An algorithm and an application

Published:2012-11 Issue:11 Volume:56 Page:3230-3240
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Blueschke-Nikolaeva V.,Blueschke D.,Neck R.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference17 articles.

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

5. Blueschke-Nikolaeva, V., Blueschke, D., Neck, R., 2010. OPTCON2: an algorithm for the optimal control of nonlinear stochastic dynamic systems with passive learning. Tech. Rep. Department of Economics, Klagenfurt University.

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