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

DOI10.2307/2525798zbMath0369.49010OpenAlexW2028449145MaRDI QIDQ4148430

Kenneth D. Garbade

Publication date: 1976

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525798

Mathematics Subject Classification ID

Economic time series analysis (91B84) Trade models (91B60) Optimality conditions for free problems in one independent variable (49K05)

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Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations ⋮ On the control of structural models ⋮ Optimal stabilization policy with control lags and imperfect state observations

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