Stochastic optimum control of macroeconometric models using the algorithm OPTCON
- 10 March 1994
- journal article
- Published by Elsevier BV in European Journal of Operational Research
- Vol. 73 (2), 384-405
- https://doi.org/10.1016/0377-2217(94)90273-9
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Opticon: An algorithm for the optimal control of nonlinear stochastic modelsAnnals of Operations Research, 1992
- PLEM: A computer program for passive learning, stochastic control experimentsJournal of Economic Dynamics and Control, 1987
- An Adaptive Learning Rule for Multiperiod Decision ProblemsEconometrica, 1975
- Matrix Derivatives with an Application to an Adaptive Linear Decision ProblemThe Annals of Statistics, 1974