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An analytical Riccati solution for two-target discrete-time control
Mitchell, Douglas W. - In: Journal of economic dynamics & control 24 (2000) 4, pp. 615-622
Persistent link: https://www.econbiz.de/10001443503
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Geometric combination lags as flexible infinite distributed lag estimators
Speaker, Paul J. - In: Journal of economic dynamics & control 13 (1989) 2, pp. 171-185
Persistent link: https://www.econbiz.de/10001061911
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Efficient gradualism in intertemporal portfolios
Balvers, Ronald J.; Mitchell, Douglas W. - In: Journal of economic dynamics & control 24 (2000) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10001421677
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Reducing the dimensionality of linear quadratic control problems
Balvers, Ronald J.; Mitchell, Douglas W. - In: Journal of economic dynamics & control 31 (2007) 1, pp. 141-159
Persistent link: https://www.econbiz.de/10003404855
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Reducing the dimensionality of linear quadratic control problems
Balvers, Ronald J.; Mitchell, Douglas W. - In: Journal of economic dynamics & control 31 (2007) 1, pp. 141-160
Persistent link: https://www.econbiz.de/10007391993