On the set of obtainable reference trajectories using minimum variance control

DOI10.1007/BF01227532zbMath0649.90031OpenAlexW2119019357MaRDI QIDQ1106078

Jacob Christiaan Engwerda

Publication date: 1988

Published in: Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01227532

zbMATH Keywords

trackingstabilizabilitywhite noiseminimum variance controlcontrol costscautious controllinear, finite-dimensional, time-varying difference equationMV- admissible target path

Mathematics Subject Classification ID

Related Items (3)

Admissible target paths in economic models ⋮ On the choice of weighting matrices in the minimum variance controller ⋮ The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component

Cites Work

• Theory and applications of adaptive control - a survey
• Stochastic models, estimation, and control. Vol. 2,3
• Linear multivariable control. A geometric approach
• The reproducibility of multivariable systems
• Target path controllability of linear time-varying dynamical systems
• Sufficient Conditions for Control of Target Variables and Assignment of Instruments in Dynamic Macroeconomic Models
• On a Generalization of Tinbergen's Condition in the Theory of Policy to Dynamic Models
• A Dynamic Generalization of Tinbergen's Theory of Policy
• A Paradox in the Theory of Optimal Stabilization
• Sufficient Conditions for Optimal Stabilization Policies
• Optimal Stabilization Policies for Deterministic and Stochastic Linear Economic Systems
• Four Alternative Policies to Restore Balance of Payments Equilibrium
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