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Leitemo, Kai; Söderström, Ulf - In: Macroeconomic dynamics 12 (2008), pp. 126-135

Persistent link: https://www.econbiz.de/10003868073

A note on the optimal control of stocks accumulating with a delay

Winkler, Ralph - In: Macroeconomic dynamics 15 (2011) 4, pp. 565-578

Persistent link: https://www.econbiz.de/10009376147

Risk management of interest rate derivative portfolios : a stochastic control approach

Kiriakopoulos, Konstantinos; Koulis, Alexandros - In: Journal of risk and financial management : JRFM 7 (2014) 4, pp. 130-149

In this paper we formulate the Risk Management Control problem in the interest rate area as a constrained stochastic portfolio optimization problem. The utility that we use can be any continuous function and based on the viscosity theory, the unique solution of the problem is guaranteed. The...

Persistent link: https://www.econbiz.de/10011552973

Bridging the gap between growth theory and the new economic geography : the spatial Ramsey model

Boucekkine, Raouf; Camacho, Carmen; Zou, Benteng - In: Macroeconomic dynamics 13 (2009) 1, pp. 20-45

Persistent link: https://www.econbiz.de/10003815893

Monetary policy rules under uncertainty : empirical evidence, adaptive learning, and robust control

Zhang, Wenlang; Semmler, Willi - In: Macroeconomic dynamics 9 (2005) 5, pp. 651-682

Persistent link: https://www.econbiz.de/10003239616

Survey of linear quadratic robust control

Bernhard, Pierre - In: Macroeconomic dynamics 6 (2002) 1, pp. 19-39

Persistent link: https://www.econbiz.de/10001659465

Robust permanent income and pricing with filtering

Hansen, Lars Peter; Sargent, Thomas J.; Wang, Neng E. - In: Macroeconomic dynamics 6 (2002) 1, pp. 40-84

Persistent link: https://www.econbiz.de/10001659466

Model uncertainty, robust policies, and the value of commitment

Kasa, Kenneth - In: Macroeconomic dynamics 6 (2002) 1, pp. 145-166

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Optimal long-run budgetary policies subject to the Maastricht criteria or a stability pact

Dworak, Maria; Wirl, Franz; Fürnkranz-Prskawetz, Alexia; … - In: Macroeconomic dynamics 6 (2002) 5, pp. 665-686

Persistent link: https://www.econbiz.de/10001742191

Technology adoption under embodiment : a two-stage optimal control approach

Boucekkine, Raouf; Sağlam, Hüseyin Çağri; Vallée, … - In: Macroeconomic dynamics 8 (2004) 2, pp. 250-271

Persistent link: https://www.econbiz.de/10002049656