An analytic Riccati solution for two-target discrete-time control
Article Abstract:
The Riccati equation relating to discrete optimal control is analytically solved, and this solution has applications for economic problems with two targets, as well as wider application.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2000
Economics, Research and Development in the Social Sciences and Humanities, Economic aspects, Economic policy, Economic research, Mathematical research
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2000
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Reducing the dimensionality of linear quadratic control problems
Article Abstract:
A simple approach for addressing linear-quadratic control problems in transformed economies is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2007
United States, Usage, Evaluation, Economic conditions, Linear models (Statistics)
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2007
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Efficient gradualism in intertemporal portfolios
Article Abstract:
Intertemporal portfolio plans are assessed with age effects analyzed in terms of risk levels.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2000
Portfolio Management, Risk (Economics)
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2000
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Subjects list: Analysis
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