Optimal control without solving the Bellman equation
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- Goodhart, Charles A.E. & Huang, Haizhou, 2005. "The lender of last resort," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1059-1082, May.
- Wojakowski, Rafał M., 2012. "How should firms selectively hedge? Resolving the selective hedging puzzle," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 560-569.
- Gregory C. Chow, 2003. "Estimating Economic Effects of Political Movements in China," Econometrics 0306002, EconWPA.
- Rosa Papalia, 2003. "Generalized Maximum Entropy Estimation of Dynamic Programming Models with Sample Selection Bias," Computational Statistics, Springer, vol. 18(3), pages 463-475, September.
- Kwan, Yum K. & Chow, Gregory C., 1997. "Chow's method of optimal control: A numerical solution," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 739-752, May.
- Reiter, Michael, 1997. "Chow's method of optimal control," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 723-737, May.
- Chow, Gregory C., 1996. "The lagrange method of optimization with applications to portfolio and investment decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 1-18.
- Mulvey, John M. & Rosenbaum, Daniel P. & Shetty, Bala, 1997. "Strategic financial risk management and operations research," European Journal of Operational Research, Elsevier, vol. 97(1), pages 1-16, February.
- Chow, Gregory C., 1995. "Multiperiod competition with switching costs solution by Lagrange multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 51-57.
- Gregory C. Chow & Yum K. Kwan, 2003. "Chow's Method of Optimal Control: A Numerical Solution," Method and Hist of Econ Thought 0306001, EconWPA.
- Chow, Gregory C. & Kwan, Yum K., 1998. "How the basic RBC model fails to explain US time series," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 301-318, April.
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