An analytic Riccati solution for two-target discrete-time control

Article Abstract:

The Riccati equation relating to discrete optimal control is analytically solved, and this solution has applications for economic problems with two targets, as well as wider application.

Economics, Research and Development in the Social Sciences and Humanities, Economic aspects, Economic policy, Economic research, Mathematical research

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Reducing the dimensionality of linear quadratic control problems

Article Abstract:

A simple approach for addressing linear-quadratic control problems in transformed economies is presented.

United States, Usage, Evaluation, Economic conditions, Linear models (Statistics)

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Efficient gradualism in intertemporal portfolios

Article Abstract:

Intertemporal portfolio plans are assessed with age effects analyzed in terms of risk levels.

Portfolio Management, Risk (Economics)

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