Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization
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More about this item
KeywordsDifferential evolution; stochstic problems; nonlinear optimization; optimal control;
- 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
- E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2013-12-29 (Computational Economics)
- NEP-MAC-2013-12-29 (Macroeconomics)
- NEP-ORE-2013-12-29 (Operations Research)
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