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The Discrete Time Linear-Quadratic-Gaussian Stochastic Control Problem

In: Annals of Economic and Social Measurement, Volume 1, number 4

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  • Michael Athans

Abstract

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Suggested Citation

  • Michael Athans, 1972. "The Discrete Time Linear-Quadratic-Gaussian Stochastic Control Problem," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 4, pages 449-491, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:9447
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    Cited by:

    1. Pindyck, Robert S., 1975. "Optimal stabilization policies under decentralized control and conflicting objectives," Working papers 765-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    2. Dixon, Bruce L. & Howitt, Richard E., 1979. "Optimal Sequential Sampling Of Natural Resource Stocks: An Application Of Kalman Filtering," 1979 Annual Meeting, July 29-August 1, Pullman, Washington 278370, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Michael Athans, 1974. "The Importance of Kalman Filtering Methods for Economic Systems," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 1, pages 49-64, National Bureau of Economic Research, Inc.
    4. John W. Freebairn & Gordon C. Rausser, 1974. "An Adaptive Control Approach To Agricultural Policy," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 18(3), pages 208-220, December.
    5. Weber, Thomas A. & Nguyen, Viet Anh, 2018. "A linear-quadratic Gaussian approach to dynamic information acquisition," European Journal of Operational Research, Elsevier, vol. 270(1), pages 260-281.

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