Pages that link to "Item:Q647652"
From MaRDI portal
The following pages link to Optimal policy in Markov-switching rational expectations models (Q647652):
Displaying 12 items.
- Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space (Q254541) (← links)
- Minimal state variable solutions to Markov-switching rational expectations models (Q428000) (← links)
- Understanding Markov-switching rational expectations models (Q840671) (← links)
- Mitigation of the Lucas critique with stochastic control methods (Q951408) (← links)
- Indicator variables for optimal policy under asymmetric information (Q951485) (← links)
- Soft landing in a Markov-switching economy (Q974196) (← links)
- Solving endogenous regime switching models (Q1655641) (← links)
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems (Q1679073) (← links)
- The optimal policy for the one-against-many heterogeneous Lanchester model (Q1785287) (← links)
- Determinacy and classification of Markov-switching rational expectations models (Q2246593) (← links)
- Models of Policy under Stochastic Replanning (Q3829313) (← links)
- Optimal policies with heterogeneous agents: truncation and transitions (Q6087266) (← links)
