RISK MINIMIZATION BY LINEAR FEEDBACK

DOI10.1108/eb005519zbMath0426.90011OpenAlexW1982906121MaRDI QIDQ3863641

Siegmar Stöppler

Publication date: 1979

Published in: Kybernetes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/eb005519

zbMATH Keywords

quadratic cost functionaleconometric modeldata from the German economydynamic economic planningmathematical optimization methodsnumerical determination of optimal policiesoptimal feedback stochastic controlquantitative economic policy

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of mathematical programming (90C90) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Stochastic and robust control of nonlinear economic systems ⋮ Robust optimal decisions with stochastic nonlinear economic systems

Cites Work

• Optimal Control of Linear Econometric Systems with Finite Time Horizon
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