Optimal stabilization policy with control lags and imperfect state observations

DOI10.1007/BF01287556zbMath0475.93078MaRDI QIDQ3931153

Christophe Deissenberg

Publication date: 1981

Published in: Zeitschrift für Nationalökonomie (Search for Journal in Brave)

zbMATH Keywords

numerical solutionimperfect state observationslinear- quadratic-Gaussian tracking problemmacroeconomic policy-making problemminimum expected welfare lossoptimal stabilization policy with control lagsstate variance/ covariance

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic programming (90C39) Economic growth models (91B62) Optimal stochastic control (93E20) Control problems for functional-differential equations (34K35) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• On the Existence and Uniqueness of Solutions to Multi-Period Linear/ Quadratic Optimal Control Problems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal stabilization policy with control lags and imperfect state observations