The Discrete Time Linear-Quadratic-Gaussian Stochastic Control Problem
In: Annals of Economic and Social Measurement, Volume 1, number 4
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References listed on IDEAS
- Elizabeth Chase MacRae, 1971. "Matrix derivatives with an application to the analysis of covariance structures," Special Studies Papers 20, Board of Governors of the Federal Reserve System (U.S.).
- Elizabeth Chase MacRae, 1972. "Optimal estimation and control: a structural approximation," Special Studies Papers 27, Board of Governors of the Federal Reserve System (U.S.).
- Charles C. Holt & Franco Modigliani & John F. Muth, 1956. "Derivation of a Linear Decision Rule for Production and Employment," Management Science, INFORMS, vol. 2(2), pages 159-177, January.
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- John W. Freebairn & Gordon C. Rausser, 1974.
"An Adaptive Control Approach To Agricultural Policy,"
Australian Journal of Agricultural and Resource Economics,
Australian Agricultural and Resource Economics Society, vol. 18(3), pages 208-220, December.
- Freebairn, John W. & Rausser, Gordon C., 1974. "An Adaptive Control Approach To Agricultural Policy," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 18(03), December.
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