New Insights Into Optimal Control of Nonlinear Dynamic Econometric Models: Application of a Heuristic Approach
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- Blueschke, D. & Blueschke-Nikolaeva, V. & Savin, I., 2013. "New insights into optimal control of nonlinear dynamic econometric models: Application of a heuristic approach," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 821-837.
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- Herrmann, J.K. & Savin, I., 2017.
"Optimal policy identification: Insights from the German electricity market,"
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- Johannes Herrmann & Ivan Savin, 2016. "Optimal Policy Identification: Insights from the German Electricity Market," Working Papers of BETA 2016-16, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Herrmann, Johannes Karl & Savin, Ivan, 2016. "Optimal policy identification: Insights from the German electricity market," Working Paper Series in Economics 87, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Johannes Karl Herrmann & Ivan Savin, 2016. "Optimal Policy Identification: Insights from the German Electricity Market," Jena Economics Research Papers 2016-004, Friedrich-Schiller-University Jena.
- Abiodun Egbetokun & Ivan Savin, 2015.
"Absorptive Capacity and Innovation: When Is It Better to Cooperate?,"
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- Abiodun Egbetokun & Ivan Savin, 2014. "Absorptive capacity and innovation: when is it better to cooperate?," Journal of Evolutionary Economics, Springer, vol. 24(2), pages 399-420, April.
- Abiodun Egbetokun & Ivan Savin, 2012. "Absorptive Capacity and Innovation: When Is It Better to Cooperate?," Jena Economics Research Papers 2012-056, Friedrich-Schiller-University Jena.
- Savin, Ivan & Egbetokun, Abiodun, 2016.
"Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity,"
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- Ivan Savin & Abiodun Egbetokun, 2013. "Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity," Jena Economics Research Papers 2013-022, Friedrich-Schiller-University Jena.
- Ivan Savin & Abiodun Egbetokun, 2016. "Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity," Post-Print hal-01725400, HAL.
- Ivan Savin & Abiodun Egbetokun, 2013. "Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity," Working Papers CEB 13-022, ULB -- Universite Libre de Bruxelles.
- Dmitri Blueschke & Ivan Savin, 2015. "No such thing like perfect hammer: comparing different objective function specifications for optimal control," Jena Economics Research Papers 2015-005, Friedrich-Schiller-University Jena.
- Maurizio Bovi & Roy Cerqueti, 2016. "Forecasting macroeconomic fundamentals in economic crises," Annals of Operations Research, Springer, vol. 247(2), pages 451-469, December.
- D. Blueschke & I. Savin, 2017. "No such thing as a perfect hammer: comparing different objective function specifications for optimal control," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(2), pages 377-392, June.
- Herrmann, Johannes & Savin, Ivan, 2015. "Evolution of the electricity market in Germany: Identifying policy implications by an agent-based model," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112959, Verein für Socialpolitik / German Economic Association.
- Dimitri Blueschke & Viktoria Blüschke-Nikolaeva & Ivan Savin, 2015. "Slow and steady wins the race: approximating Nash equilibria in nonlinear quadratic tracking games," Jena Economics Research Papers 2015-011, Friedrich-Schiller-University Jena.
- Sana Ben Abdallah & Dhafer Saidane & Mihaly Petreczky, 2023. "Application of Robust Control for CSR Formalization and Stakeholders Interest," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 891-934, October.
- D. Blueschke & I. Savin & V. Blueschke-Nikolaeva, 2020. "An Evolutionary Approach to Passive Learning in Optimal Control Problems," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 659-673, October.
- Ivan Savin & Dmitri Blueschke, 2013. "Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization," Jena Economics Research Papers 2013-051, Friedrich-Schiller-University Jena.
- Ivan Savin & Dmitri Blueschke, 2016. "Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 317-338, August.
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More about this item
Keywords
Differential evolution; dynamic programming; nonlinear optimization; optimal control;All these keywords.
JEL classification:
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2012-03-21 (Computational Economics)
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