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Chow's method of optimal control

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  • Reiter, Michael

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  • Reiter, Michael, 1997. "Chow's method of optimal control," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 723-737, May.
    • Handle: RePEc:eee:dyncon:v:21:y:1997:i:4-5:p:723-737
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    References listed on IDEAS

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    1. Kydland, Finn E & Prescott, Edward C, 1982. "Time to Build and Aggregate Fluctuations," Econometrica, Econometric Society, vol. 50(6), pages 1345-1370, November.
    2. Christiano, Lawrence J, 1990. "Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 23-26, January.
    3. Taylor, John B & Uhlig, Harald, 1990. "Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 1-17, January.
    4. McGrattan, Ellen R, 1990. "Solving the Stochastic Growth Model by Linear-Quadratic Approximation," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 41-44, January.
    5. 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.
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    Cited by:

    1. Gregory C. Chow & Yum K. Kwan, 2003. "Chow's Method of Optimal Control: A Numerical Solution," Method and Hist of Econ Thought 0306001, University Library of Munich, Germany.

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