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Geometric combination lags as flexible infinite distributed lag estimators
Speaker, Paul J.; Mitchell, Douglas W.; Gelles, Gregory M. - In: Journal of Economic Dynamics and Control 13 (1989) 2, pp. 171-185
Persistent link: https://www.econbiz.de/10005205018
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An analytic Riccati solution for two-target discrete-time control
Mitchell, Douglas W. - In: Journal of Economic Dynamics and Control 24 (2000) 4, pp. 615-622
Persistent link: https://www.econbiz.de/10005107018
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Efficient gradualism in intertemporal portfolios
Balvers, Ronald J.; Mitchell, Douglas W. - In: Journal of Economic Dynamics and Control 24 (2000) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10005160880
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Reducing the dimensionality of linear quadratic control problems
Balvers, Ronald J.; Mitchell, Douglas W. - In: Journal of Economic Dynamics and Control 31 (2007) 1, pp. 141-159
Persistent link: https://www.econbiz.de/10005229361