Stochastic control with uncertain macroeconomic parameters
- 1 December 1974
- journal article
- Published by Elsevier in Automatica
- Vol. 10 (6) , 587-593
- https://doi.org/10.1016/0005-1098(74)90079-x
Abstract
No abstract availableKeywords
Funding Information
- National Science Foundation (32271)
This publication has 6 references indexed in Scilit:
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- An Adaptive Regression ModelInternational Economic Review, 1973
- Optimal Stabilization Policies for Deterministic and Stochastic Linear Economic SystemsThe Review of Economic Studies, 1973
- Optimal Control of Linear Econometric Systems with Finite Time HorizonInternational Economic Review, 1972
- Optimal Stationary Control of a Linear System with State-Dependent NoiseSIAM Journal on Control, 1967
- A Note on Certainty Equivalence in Dynamic PlanningEconometrica, 1957