Chow's method of optimal control

DOI10.1016/S0165-1889(97)00004-3zbMath0899.90036MaRDI QIDQ1391761

Michael Reiter

Publication date: 23 July 1998

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingGrowth modellinear quadratic approximations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Application models in control theory (93C95) Economic growth models (91B62)

Cites Work

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• Optimal control without solving the Bellman equation
• A Schur method for solving algebraic Riccati equations
• Time to Build and Aggregate Fluctuations
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation

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