Optcon2: an Algorithm for the Optimal Control of  Nonlinear Stochastic Models - Viktoria Blüschke-nikolaeva - Livros - Südwestdeutscher Verlag für Hochschulsch - 9783838136363 - 8 de fevereiro de 2013
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Optcon2: an Algorithm for the Optimal Control of Nonlinear Stochastic Models

Viktoria Blüschke-nikolaeva

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Optcon2: an Algorithm for the Optimal Control of Nonlinear Stochastic Models

This book considers the OPTCON2 algorithm which delivers numerical solutions to optimum control problems with a quadratic objective function for nonlinear dynamic econometric models with additive and multiplicative (parameter) uncertainties. The algorithm was programmed in C# and allows for deterministic and stochastic control, the latter with open-loop and passive learning (open-loop feedback) information patterns. The applicability of the algorithm is demonstrated by experiments with two existing models, MacRae and Abel, as well as two new macroeconomic models, SLOVNL and SLOVL, which were developed for the purposes of this research. These illustrate the convergence and the practical usefulness of the algorithm and (in most cases) the superiority of open-loop feedback over open-loop controls.

Mídia Livros     Paperback Book   (Livro de capa flexível e brochura)
Lançado 8 de fevereiro de 2013
ISBN13 9783838136363
Editoras Südwestdeutscher Verlag für Hochschulsch
Páginas 72
Dimensões 150 × 4 × 226 mm   ·   125 g
Idioma German