Stochastic and robust control of nonlinear economic systems
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 73 (1994)
Issue (Month): 2 (March)
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Web page: http://www.elsevier.com/locate/eor
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- P. Parpas & B. Rustem & V. Wieland & S. Žaković, 2009. "Mean and variance optimization of non–linear systems and worst–case analysis," Computational Optimization and Applications, Springer, vol. 43(2), pages 235-259, June.
- S. Zakovic & V. Wieland & B. Rustem, 2004.
"Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design,"
Computing in Economics and Finance 2004
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- Stan Žaković & Volker Wieland & Berc Rustem, 2007. "Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design," Computational Economics, Society for Computational Economics, vol. 30(4), pages 329-347, November.
- Rustem, Berc & Wieland, Volker & Zakovic, Stan, 2005. "Stochastic optimization and worst-case analysis in monetary policy design," CFS Working Paper Series 2005/14, Center for Financial Studies (CFS).
- Rustem, Berc & Wieland, Volker & Zakovic, Stan, 2005. "Stochastic Optimization and Worst Case Analysis in Monetary Policy Design," CEPR Discussion Papers 5019, C.E.P.R. Discussion Papers.
- Gulpinar, Nalan & Rustem, Berc, 2007. "Robust optimal decisions with imprecise forecasts," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3595-3611, April.
- Li Da, Xu & Cheng, Chuwang & Tang, Bingyong, 2000. "A linear matrix inequality approach for robust control of systems with delayed states," European Journal of Operational Research, Elsevier, vol. 124(2), pages 332-341, July.
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