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LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS - MaRDI portal

LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS (Q4944073)

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scientific article; zbMATH DE number 1417329
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LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
scientific article; zbMATH DE number 1417329

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    LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS (English)
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    19 March 2000
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    rational expectations
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    stochastic optimization
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    numerical experiments
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    linear quadratic optimization
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