No such thing like perfect hammer: comparing different objective function specifications for optimal control
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References listed on IDEAS
- Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R., 2012.
"Optimal control of nonlinear dynamic econometric models: An algorithm and an application,"
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- Dimitri Blueschke & Viktoria Blüschke-Nikolaeva & Ivan Savin, 2015. "Slow and steady wins the race: approximating Nash equilibria in nonlinear quadratic tracking games," Jena Economic Research Papers 2015-011, Friedrich-Schiller-University Jena.
More about this item
KeywordsDifferential evolution; nonlinear optimization; optimal control; least median of squares; cubic optimization; quartic optimization;
- 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
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