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.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2000
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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.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2007
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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.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2000
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