Schneeweiß, Christoph A. - 1977
1. The general model -- 2. The linear-quadratic model -- 2.1 Finite horizon case -- 2.2 Least square forecasts -- 2.3 An ideal situation -- 2.4 Infinite horizon case -- 2.5 Appendix to Chapter 2 -- 2.5.1 State space representation and Separation Theorem -- 2.5.2 Optimal policies for...