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...