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Stochastic optimum control of macroeconometric models using the algorithm OPTCON

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  • Neck, Reinhard
  • Matulka, Josef

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  • Neck, Reinhard & Matulka, Josef, 1994. "Stochastic optimum control of macroeconometric models using the algorithm OPTCON," European Journal of Operational Research, Elsevier, vol. 73(2), pages 384-405, March.
    • Handle: RePEc:eee:ejores:v:73:y:1994:i:2:p:384-405
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    Cited by:

    1. Dobrescu, Emilian, 2006. "Macromodel of the Romanian market economy (version 2005)," MPRA Paper 35749, University Library of Munich, Germany.
    2. Dobrescu, Emilian, 2001. "Evoluţia macromodelului economiei româneşti de tranzitie [The evolution of the Romanian model for the transition economy]," MPRA Paper 35798, University Library of Munich, Germany.
    3. Emilian Dobrescu, 2006. "Integration of Macroeconomic Behavioural Relationships and the Input-output Block (Romanian Modelling Experience)," EcoMod2006 272100018, EcoMod.
    4. Herbert, Ric D & Bell, Rod D, 2004. "Constrained macroeconomic policy development with a separate predictive model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 467-476.
    5. Ric D. Herbert and Rod D. Bell, 2001. "Constrained Optimal Control Under Limited Knowledge," Computing in Economics and Finance 2001 14, Society for Computational Economics.

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