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Robust optimal decisions with stochastic nonlinear economic systems

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  • Becker, R.
  • Hall, S.
  • Rustem, B.

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  • Becker, R. & Hall, S. & Rustem, B., 1994. "Robust optimal decisions with stochastic nonlinear economic systems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 125-147, January.
    • Handle: RePEc:eee:dyncon:v:18:y:1994:i:1:p:125-147
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    Cited by:

    1. Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R., 2005. "Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority," Computing in Economics and Finance 2005 402, Society for Computational Economics.
    2. Balakrishnan, Nagraj & Patterson, J. Wayne & Sridharan, V., 1999. "Robustness of capacity rationing policies," European Journal of Operational Research, Elsevier, vol. 115(2), pages 328-338, June.
    3. Brouwer, Anne Sjoerd & van den Broek, Machteld & Özdemir, Özge & Koutstaal, Paul & Faaij, André, 2016. "Business case uncertainty of power plants in future energy systems with wind power," Energy Policy, Elsevier, vol. 89(C), pages 237-256.
    4. Osorio, Maria A. & Gulpinar, Nalan & Rustem, Berc & Settergren, Reuben, 2004. "Post-tax optimization with stochastic programming," European Journal of Operational Research, Elsevier, vol. 157(1), pages 152-168, August.
    5. Darlington, J. & Pantelides, C. C. & Rustem, B. & Tanyi, B. A., 2000. "Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty," European Journal of Operational Research, Elsevier, vol. 121(2), pages 343-362, March.
    6. Fidel Gonzalez & Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature," Computational Economics, Springer;Society for Computational Economics, vol. 24(3), pages 223-238, March.
    7. Olalla, Myriam García & Gómez, Alejandro Ruiz, 2011. "Robust control and central banking behaviour," Economic Modelling, Elsevier, vol. 28(3), pages 1265-1278, May.
    8. Rodríguez Arnulfo & González Fidel & González García Jesús R., 2007. "Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority," Working Papers 2007-05, Banco de México.

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