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Optimal control without solving the Bellman equation


  • Chow, Gregory C.


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  • Chow, Gregory C., 1993. "Optimal control without solving the Bellman equation," Journal of Economic Dynamics and Control, Elsevier, vol. 17(4), pages 621-630, July.
  • Handle: RePEc:eee:dyncon:v:17:y:1993:i:4:p:621-630

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    References listed on IDEAS

    1. Merkies, A.H.Q.M. & Steyn, I.J., 1988. "Adaptive forecasting with hyperfilters," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Speaker, Paul J. & Mitchell, Douglas W. & Gelles, Gregory M., 1989. "Geometric combination lags as flexible infinite distributed lag estimators," Journal of Economic Dynamics and Control, Elsevier, vol. 13(2), pages 171-185, April.
    3. van Alphen, Hendrik J & Merkies, Arnold H Q M, 1976. "Distributed Lags in Construction: An Empirical Study," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 411-430, June.
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    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Wojakowski, RafaƂ M., 2012. "How should firms selectively hedge? Resolving the selective hedging puzzle," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 560-569.
    5. Gregory C. Chow, 2003. "Estimating Economic Effects of Political Movements in China," Econometrics 0306002, EconWPA.
    6. Reiter, Michael, 1997. "Chow's method of optimal control," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 723-737, May.
    7. Goodhart, Charles A.E. & Huang, Haizhou, 2005. "The lender of last resort," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1059-1082, May.
    8. 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.
    9. 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.
    10. Gregory C. Chow & Yum K. Kwan, 2003. "Chow's Method of Optimal Control: A Numerical Solution," Method and Hist of Econ Thought 0306001, EconWPA.
    11. 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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