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A Classification System for Economic Stochastic Control Models

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  • David Kendrick

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  • Hans Amman

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Bibliographic Info

Article provided by Society for Computational Economics in its journal Computational Economics.

Volume (Year): 27 (2006)
Issue (Month): 4 (June)
Pages: 453-481

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Handle: RePEc:kap:compec:v:27:y:2006:i:4:p:453-481

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Web page: http://www.springerlink.com/link.asp?id=100248
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Keywords: stochastic control; economic stochastic control models; classification system; naming system; adaptive control; min–max control; robust control;

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References

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Cited by:
  1. Seong-Hoon Kim, 2012. "Sequential Action and Beliefs Under Partially Observable DSGE Environments," Computational Economics, Society for Computational Economics, vol. 40(3), pages 219-244, October.
  2. Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R., 2012. "Optimal control of nonlinear dynamic econometric models: An algorithm and an application," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3230-3240.
  3. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
  4. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computational Economics, Society for Computational Economics, vol. 24(3), pages 209-221, July.
  5. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
  6. Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Society for Computational Economics, vol. 31(3), pages 207-223, April.
  7. D. Blueschke & V. Blueschke-Nikolaeva & R. Neck, 2013. "Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects," Computational Economics, Society for Computational Economics, vol. 42(1), pages 107-118, June.
  8. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics.
  9. Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1531-1549, September.

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