On a possible interpretation of market dynamics based on the internal model principle

DOI10.1016/0096-3003(90)90106-DzbMath0714.90021OpenAlexW2050556281MaRDI QIDQ751461

Renzo Mosetti

Publication date: 1990

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(90)90106-d

zbMATH Keywords

internal model principleperfectly predictable equilibrium processstable prices

Mathematics Subject Classification ID

Application models in control theory (93C95) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (1)

A quantitative description for efficient financial markets

Cites Work

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• Nonlinear control systems: An introduction
• The internal model principle of control theory
• Output regulation and internal models - a frequency domain approach
• Some Examples of Global Instability of the Competitive Equilibrium
• Towards an Abstract Internal Model Principle
• Nonlinear controllability and observability

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