Optcon2

Name: Optcon2
Brand: Sudwestdeutscher Verlag Fur Hochschulschriften AG
SKU: 9783838136363
Price: 1062 CZK
Availability: InStock

Autor: Viktoria Blüschke-Nikolaeva

Jazyk:

Vazba: Brožovaná

Vydavatel: Sudwestdeutscher Verlag Fur Hochschulschriften AG

Dostupnost: Skladem u dodavatele

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1 062 Kč

This book considers the OPTCON2 algorithm which delivers numerical solutions to optimum control prob...

Informace o knize

Autor

Viktoria Blüschke-Nikolaeva

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2013

Stránek

EAN

9783838136363

ISBN

3838136365

Enbook ID

06888877

Vydavatel

Sudwestdeutscher Verlag Fur Hochschulschriften AG

Hmotnost

118

Rozměry

152 x 229 x 4

Kompletní popis

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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Optcon2

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