Frequency Domain Contribution To Optimal Control Problem
Optimal control problem is considered: endogenous variables are to track some reference (targent) values. Uncertainty about future values of optimal targents may occur, so some pieces of information, about their characteristics may be very helpfu1. It will be shown, that certainty equivalence approach to this problem, when only mean value or (quadratic mean optimal) prediction may be unappropriate, name1y in financial management, where economic enviroment (and so the targents) are subject to high frequency changes, so more knowledge about variance-covariance characteristics across the time is crucia1. In macroeconomerics in evaluation of optimal stabilisation policies, this problem is not so serious, but also this contribution may yield interseting results.
Volume (Year): 5 (1998)
Issue (Month): 8 ()
|Contact details of provider:|| Web page: http://ces.utia.cas.czEmail: |
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:czx:journl:v:5:y:1998:i:8:id:62. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jozef Barunik)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.