Optimal control of nonlinear dynamic econometric models: an algorithm and an application
type: Item
instance of: scholarly article
title: Optimal control of nonlinear dynamic econometric models: an algorithm and an application
zbMATH Open document ID: 1254.93158
author: Yanyan Li
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 37N40
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6119749
zbMATH Keywords: optimal control
zbMATH Keywords: stochastic control
zbMATH Keywords: algorithms
zbMATH Keywords: econometric modeling
zbMATH Keywords: policy applications
MaRDI profile type: Publication
full work available at URL: j.csda.2010.10.030
OpenAlex ID: W1994762211
cites work: Q4369441
cites work: Should macroeconomic policy makers consider parameter covariances?
cites work: Stochastic policy design in a learning environment with rational expectations.
cites work: Q4693132
cites work: Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity
cites work: Q4074598
cites work: Q3311970
cites work: Q3936558
cites work: A classification system for economic stochastic control models
cites work: Optimization heuristics for determining internal rating grading scales
cites work: OPTCON: An algorithm for the optimal control of nonlinear stochastic models
cites work: Stochastic control theory and operational research
cites work: Optimal budgetary and monetary policies under uncertainty: A stochastic control approach
cites work: Applications of optimization heuristics to estimation and modelling problems
DOI: 10.1016/J.CSDA.2010.10.030
description: scientific article; zbMATH DE number 6119749