Książka Optcon2 Viktoria Blüschke-Nikolaeva

Optcon2

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 8-11 dni
197.62
This book considers the OPTCON2 algorithm which delivers numerical solutions to optimum control prob...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2013
strony
72
EAN
9783838136363
ISBN
3838136365
Enbook ID
06888877
Waga
118
Wymiary
152 x 229 x 4

Pełny opis

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.

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