A note on global optimization in adaptive control, econometrics and macroeconomics.

DOI10.1016/S0165-1889(01)00093-8zbMath1100.91560OpenAlexW1987306121MaRDI QIDQ1605221

Marco P. Tucci

Publication date: 15 July 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1889(01)00093-8

zbMATH Keywords

Genetic algorithmsTabu searchSimulated annealingGradient procedures

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Adaptive control/observation systems (93C40) Macroeconomic theory (monetary models, models of taxation) (91B64) Trade models (91B60)

Related Items (1)

Stochastic control for economic models: past, present and the paths ahead

Uses Software

• Tabu search

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Global optimization of statistical functions with simulated annealing
• Optimization by Simulated Annealing
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Nonconvexities in a stochastic control problem with learning
• The nonconvexities problem in adaptive control models: A simple computational solution
• Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm
• Future paths for integer programming and links to artificial intelligence
• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here
• Tabu Search—Part I
• Tabu Search—Part II
• Nonconvexities in Stochastic Control Models
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

This page was built for publication: A note on global optimization in adaptive control, econometrics and macroeconomics.