Stochastic optimum control of macroeconometric models using the algorithm OPTCON (Q1330543)

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scientific article; zbMATH DE number 609653
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Stochastic optimum control of macroeconometric models using the algorithm OPTCON
scientific article; zbMATH DE number 609653

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    Stochastic optimum control of macroeconometric models using the algorithm OPTCON (English)
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    12 February 1995
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    approximate numerical solutions
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    optimum control problems
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    quadratic objective function
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    nonlinear dynamic econometric model
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