Continuous-Time Regulation of a Class of Econometric Models

DOI10.1109/TSMC.1975.5408409zbMath0302.90013OpenAlexW2022532489MaRDI QIDQ4058794

William P. Jun. Blair, David D. Sworder

Publication date: 1975

Published in: IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsmc.1975.5408409

Mathematics Subject Classification ID

Trade models (91B60) Model systems in control theory (93C99)

Related Items

Stability of Markov regenerative switched linear systems, \(H^{2}\) optimal control for linear stochastic systems, Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems, State-feedback control of Markov jump linear systems with hidden-Markov mode observation, H2-Filtering for discrete-time hidden Markov jump systems, Optimal policy in Markov-switching rational expectations models, Receding horizon control of jump linear systems and a macroeconomic policy problem, Dwell time analysis of deterministic and stochastic switched systems, Static output feedback control for discrete‐time hidden Markov jump systems against deception attacks, Stability and stabilization of Markov jump systems with generally uncertain transition rates, Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics, Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients, Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters, Resilient model approximation for Markov jump time-delay systems via reduced model with hierarchical Markov chains, On an infinite dimensional perturbed Riccati differential equation arising in stochastic control, Lyapunov coupled equations for continuous-time infinite Markov jump linear systems