Optimal control in nonlinear models: a generalised Gauss-Newton algorithm with analytic derivatives

In this paper we propose an algorithm for the solution of optimal control problems with nonlinear models based on a generalised Gauss- Newton algorithm but making use of analytic model derivatives. The method is implemented in WinSolve, a general nonlinear model solu- tion program.

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Year of publication:	2006-03
Authors:	Pierse, Richard
Institutions:	School of Economics, University of Surrey

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Extent:	application/pdf
Series:	School of Economics Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 0906 11 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005748054