An algorithm for the solution of stochastic optimal control problems for large nonlinear econometric models
- 1 September 1990
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 5 (4) , 393-399
- https://doi.org/10.1002/jae.3950050407
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
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- Estimating the uncertainty of the simulation properties of large nonlinear econometric modelsApplied Economics, 1986
- Nonlinear programming methods in the presence of noiseMathematical Programming, 1978
- The Control of Nonlinear Econometric Systems with Unknown ParametersEconometrica, 1976