An analytic Riccati solution for two-target discrete-time control
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 24 (2000)
Issue (Month): 4 (April)
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Web page: http://www.elsevier.com/locate/jedc
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Norman, Alfred L, 1974. "On the Relationship Between Linear Feedback Control and First Period Certainty Equivalence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 209-15, February.
- Amman, Hans M. & Neudecker, Heinz, 1997. "Numerical solutions of the algebraic matrix Riccati equation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 363-369.
- Turnovsky, Stephen J, 1974. "The Stability Properties of Optimal Economic Policies," American Economic Review, American Economic Association, vol. 64(1), pages 136-48, March.
- Ronald J. Balvers & Douglas W. Mitchell, 2001.
"Reducing the Dimensionality of Linear Quadratic Control Problems,"
Tinbergen Institute Discussion Papers
01-043/2, Tinbergen Institute.
- Balvers, Ronald J. & Mitchell, Douglas W., 2007. "Reducing the dimensionality of linear quadratic control problems," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 141-159, January.
- Ronald J. Balvers & Douglas W. Mitchell, 2001. "Reducing the Dimensionality of Linear Quadratic Control Problems," Tinbergen Institute Discussion Papers 01-043/2, Tinbergen Institute.
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