Symplectic methods for the solution to Riccati matrix equations related to macroeconomic models

DOI10.1023/A:1008669224277zbMath0918.90032OpenAlexW1565070198MaRDI QIDQ1284837

Guiomar Martín-Herrán

Publication date: 4 August 1999

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

Full work available at URL: https://doi.org/10.1023/a:1008669224277

zbMATH Keywords

Riccati equationssymplectic methodslinear-quadratic dynamic macroeconomic model

Mathematics Subject Classification ID

Economic growth models (91B62) Linear-quadratic optimal control problems (49N10)

Related Items (1)

Numerical method based on Hamilton system and symplectic algorithm to differential games

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