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Stochastic optimum control of macroeconometric models using the algorithm OPTCON

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  • Neck, Reinhard
  • Matulka, Josef

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  • Neck, Reinhard & Matulka, Josef, 1994. "Stochastic optimum control of macroeconometric models using the algorithm OPTCON," European Journal of Operational Research, Elsevier, vol. 73(2), pages 384-405, March.
    • Handle: RePEc:eee:ejores:v:73:y:1994:i:2:p:384-405
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    Cited by:

    1. Herbert, Ric D & Bell, Rod D, 2004. "Constrained macroeconomic policy development with a separate predictive model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 467-476.
    2. Dobrescu, Emilian, 2006. "Macromodel of the Romanian market economy (version 2005)," MPRA Paper 35749, University Library of Munich, Germany.
    3. Dobrescu, Emilian, 2001. "Evoluţia macromodelului economiei româneşti de tranzitie [The evolution of the Romanian model for the transition economy]," MPRA Paper 35798, University Library of Munich, Germany.
    4. Dobrescu, Emilian, 2006. "Integration of macroeconomic behavioural relationships and the input-output block: Romanian modelling experience," MPRA Paper 35748, University Library of Munich, Germany.
    5. Ric D. Herbert and Rod D. Bell, 2001. "Constrained Optimal Control Under Limited Knowledge," Computing in Economics and Finance 2001 14, Society for Computational Economics.

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