Affiliation:
1. DEPARTMENT OF MACROECONOMICS UNIVERSITY OF AMSTERDAM
AMSTERDAM, THE NETHERLANDS
2. DEPARTMENT OF ECONOMICS UNIVERSITY OF TEXAS AT AUSTIN
AUSTIN, TEXAS 78712
Abstract
In general, the econometric models relevant for pur poses of evaluating economic policy contain a large number of nonlinear equations. Therefore, in applying optimal control techniques, computational difficulties are encountered. This paper presents the most common al gorithm for computing nonlinear control problems and investigates the degree to which vector processing and parallel processing can facilitate optimal control experiments.
Cited by
1 articles.
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