Search Results - subject:"Control theory"

A Kalman filter type of extension to a deterministic gradient technique for parameter estimation

Smith, M.W.A.; Roberts, A.P. - In: Mathematics and Computers in Simulation (MATCOM) 20 (1978) 4, pp. 291-300

It is shown that a method for the identification of deterministic systems derived from the Kalman filter is related to a gradient technique of parameter estimation and that the range of problems to which the gradient method may be applied is thereby extended. Various versions of the...

Persistent link: https://www.econbiz.de/10010870519

Uncertainty within Economic Models

Hansen, Lars Peter; Sargent, Thomas J - World Scientific Publishing Co. Pte. Ltd.

), <em>Uncertainty within Economic Models</em> includes articles adapting and applying robust control theory to problems in …

Persistent link: https://www.econbiz.de/10011010980

Optimal Control Theory with Applications in Economics

Weber, Thomas A. - The MIT Press

This book bridges optimal control theory and economics, discussing ordinary differential equations, optimal control … introduction to the use of optimal control theory for deterministic continuous-time systems in economics. The theory of ordinary …, and stability analysis. Following this, the book covers the main results of optimal control theory, in particular …

Persistent link: https://www.econbiz.de/10010535230