Stochastic optimum control of macroeconometric models using the algorithm OPTCON
type: Item
instance of: scholarly article
title: Stochastic optimum control of macroeconometric models using the algorithm OPTCON
zbMATH Open document ID: 0805.90020
DOI: 10.1016/0377-2217(94)90273-9
author: Reinhard Neck
author: Josef Matulka
published in: European Journal of Operational Research
publication date: 1995-02-12T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 609653
zbMATH Keywords: approximate numerical solutions
zbMATH Keywords: optimum control problems
zbMATH Keywords: quadratic objective function
zbMATH Keywords: nonlinear dynamic econometric model
describes a project that uses: GAUSS
describes a project that uses: OPTCON
MaRDI profile type: Publication
full work available at URL: 0377-2217(94)90273-9
OpenAlex ID: W2075930158
cites work: Q4074598
cites work: Q3311970
cites work: Q3936558
cites work: Matrix derivatives with an application to an adaptive linear decision problem
cites work: An Adaptive Learning Rule for Multiperiod Decision Problems
cites work: OPTCON: An algorithm for the optimal control of nonlinear stochastic models
cites work: Q4042790
description: scientific article; zbMATH DE number 609653