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Stochastic control of linear and nonlinear econometric models : some computational aspects

Blueschke, D.; Blueschke-Nikolaeva, V.; Neck, Reinhard - In: Computational economics 42 (2013) 1, pp. 107-118

Persistent link: https://www.econbiz.de/10009750433

Every country for itself and the central bank for us all?

Neck, Reinhard; Blueschke, D. - In: International advances in economic research : IAER ; an … 26 (2020) 4, pp. 377-389

Persistent link: https://www.econbiz.de/10012415406

How relieving is public debt relief? : monetary and fiscal policies in a monetary union during a debt crisis

Blueschke, D.; Neck, Reinhard; Wittmann, A. - In: Central European journal of operations research 28 (2020) 2, pp. 539-559

Persistent link: https://www.econbiz.de/10012242698

OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems

Blueschke-Nikolaeva, V.; Blueschke, D.; Neck, Reinhard - In: Computational economics 56 (2020) 1, pp. 145-162

Persistent link: https://www.econbiz.de/10012272022

Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects

Blueschke, D.; Blueschke-Nikolaeva, V.; Neck, R. - In: Computational Economics 42 (2013) 1, pp. 107-118

This paper considers the optimal control of small econometric models applying the OPTCON algorithm. OPTCON determines approximate numerical solutions to optimum control problems for nonlinear stochastic systems. These optimum control problems consist in minimizing a quadratic objective function...

Persistent link: https://www.econbiz.de/10010866883

Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects

Blueschke, D.; Blueschke-Nikolaeva, V.; Neck, R. - In: Computational economics 42 (2013) 1, pp. 107-118

Persistent link: https://www.econbiz.de/10010109959

Optimal control of nonlinear dynamic econometric models: An algorithm and an application

Blueschke-Nikolaeva, V.; Blueschke, D.; Neck, R. - In: Computational Statistics & Data Analysis 56 (2012) 11, pp. 3230-3240

OPTCON is an algorithm for the optimal control of nonlinear stochastic systems which is particularly applicable to econometric models. It delivers approximate numerical solutions to optimum control problems with a quadratic objective function for nonlinear econometric models with additive and...

Persistent link: https://www.econbiz.de/10010617641