Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations

This paper presents a computationally feasible procedure for the optimal control and stochastic simulation of large nonlinear models with rational expectations under the assumption of certainty equivalence

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Year of publication:	[2001]
Authors:	Fair, Ray C.
Publisher:	[2001]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (22 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2001 erstellt
Other identifiers:	10.2139/ssrn.273254 [DOI]
Classification:	C15 - Statistical Simulation Methods; Monte Carlo Methods ; C50 - Econometric Modeling. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012742316