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Search: subject:"linear quadratic"
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Theorie
32
Spieltheorie
28
Theory
28
Game theory
27
Kontrolltheorie
27
Mathematische Optimierung
26
Control theory
25
Mathematical programming
24
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18
Stochastischer Prozess
18
Nash equilibrium
16
Geldpolitik
13
Nash-Gleichgewicht
13
linear quadratic differential games
13
Monetary policy
12
Riccati equations
12
optimal monetary policy
11
solvability conditions
11
linear-quadratic games
10
EMU
9
Estimation theory
9
Schätztheorie
9
Dynamic game
8
Dynamisches Spiel
8
Inflation targeting
8
Linear quadratic differential games
8
Linear-quadratic approximation
7
Linear-quadratic control
7
Markov jump linear quadratic systems
7
Nichtkooperatives Spiel
7
Markov chain
6
Markov-Kette
6
Noncooperative game
6
Stochastic game
6
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5
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5
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Linear quadratic tracking problem
5
Linear-Quadratic Approximation
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98
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94
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58
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30
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Engwerda, Jacob
26
Flamini, Alessandro
10
Plasmans, Joseph
8
Michalak, Tomasz
7
Chatelain, Jean-Bernard
6
Ralf, Kirsten
6
Salmah, Y.
6
Aïd, René
5
Balvers, Ronald J.
5
Damjanovic, Tatiana
5
Damjanovic, Vladislav
5
Engwerda, Jacob Christiaan
5
Kohlmann, Michael
5
Mitchell, Douglas W.
5
Nolan, Charles
5
Ui, Takashi
5
Debortoli, Davide
4
Hudgins, David
4
Milas, Costas
4
Nunes, Ricardo
4
Tang, Shanjian
4
Tucci, Marco Paolo
4
Arce, Óscar
3
Crowley, Patrick M.
3
Lee, Lung-fei
3
Levine, Paul
3
Pesaran, M. Hashem
3
Pierse, Richard
3
Thomas, Carlos
3
Yang, Cynthia Fan
3
Aarle, Bas van
2
Ackermann, Julia
2
Alt, Walter
2
Andrés, Javier
2
Aurell, Alexander
2
Bagh, Adib
2
Bartolomeo, Giovanni Di
2
Boldea, O.
2
Dianetti, Jodi
2
Gregory, Allan W.
2
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Tilburg University, Center for Economic Research
17
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
C.E.P.R. Discussion Papers
2
CESifo
2
Department of Economics, University of Sheffield
2
Scottish Institute for Research in Economics (SIRE)
2
Society for Computational Economics - SCE
2
Australian Agricultural and Resource Economics Society - AARES
1
Banco de España
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre for Dynamic Macroeconomic Analysis, University of St. Andrews
1
Centre for Economic Research, School of Economics and Management Studies
1
Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics
1
Centro de Estudios Andaluces, Government of Andalusia
1
Department of Economics, Adam Smith Business School
1
Department of Economics, College of Business and Economics
1
Department of Economics, European University Institute
1
Department of Economics, University of California-San Diego (UCSD)
1
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1
Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin"
1
Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica
1
EconWPA
1
Economics Department, Queen's University
1
European Central Bank
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Graduate School of Economics, Hitotsubashi University
1
Norges Bank
1
School of Economics and Finance, University of St. Andrews
1
School of Economics and Management, University of Aarhus
1
Swiss Finance Institute
1
Tinbergen Institute
1
Tinbergen Instituut
1
Türkiye Cumhuriyet Merkez Bankası
1
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Discussion Paper / Tilburg University, Center for Economic Research
17
Dynamic games and applications : DGA
12
CoFE discussion papers
5
Computational economics
4
Dynamic Games and Applications
4
Mathematics of operations research
4
CESifo Working Paper
3
Computational Optimization and Applications
3
Games
3
MPRA Paper
3
Asia-Pacific Financial Markets
2
CEPR Discussion Papers
2
CESifo Working Paper Series
2
Center for Mathematical Economics Working Papers
2
DEM Working Papers Series
2
Discussion paper / Center for Economic Research, Tilburg University
2
Economics letters
2
Finance and stochastics
2
International Game Theory Review (IGTR)
2
Journal of econometrics
2
Lecture notes in control and information sciences
2
Les cahiers du GERAD
2
Mathematics and Computers in Simulation (MATCOM)
2
Mathematics and financial economics
2
Open Economies Review
2
Quaderni del Dipartimento di economia politica e statistica
2
Quaderni di Dipartimento
2
SIRE Discussion Papers
2
Tinbergen Institute Discussion Papers
2
Working Paper
2
Working Papers / Department of Economics, University of Sheffield
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
2006 Conference (50th), February 8-10, 2006, Sydney, Australia
1
African journal of science, technology, innovation & development : AJSTID
1
Applied Energy
1
Applied economics
1
Asia-Pacific financial markets
1
Banco de España Working Papers
1
CDMA Working Paper Series
1
CESifo working papers
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Source
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RePEc
94
ECONIS (ZBW)
80
EconStor
16
BASE
2
USB Cologne (EcoSocSci)
2
Showing
1
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194
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1
Fickle trade policy, productivity gaps and increasing marginal costs
Takauchi, Kazuhiro
;
Sugeta, Hajime
;
Mizuno, Tomomichi
-
2025
Persistent link: https://www.econbiz.de/10015330562
Saved in:
2
Asymptotic normality of cumulative cost in
linear
quadratic
regulators
Sayedana, Borna
;
Caines, Peter E.
;
Mahajan, Aditya
-
2025
Persistent link: https://www.econbiz.de/10015205379
Saved in:
3
Structured equilibria for dynamic games with asymmetric information and dependent types
Heydaribeni, Nasimeh
;
Anastasopoulos, Achilleas
- In:
Games
16
(
2025
)
2
,
pp. 1-37
appropriately defined public belief. We then specialize this setting to the case of a
Linear
Quadratic
Gaussian (LQG) non …
Persistent link: https://www.econbiz.de/10015408272
Saved in:
4
Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and Stochastics
28
(
2024
)
3
,
pp. 813-863
progressively measurable processes. Then we reduce the extended problem to a
linear–quadratic
(LQ) stochastic control problem. Using …
Persistent link: https://www.econbiz.de/10015359198
Saved in:
5
Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
28
(
2024
)
3
,
pp. 813-863
Persistent link: https://www.econbiz.de/10015130389
Saved in:
6
A critical introduction to the usual robust control framework in macroeconomics
Tucci, Marco Paolo
- In:
Computational economics
64
(
2024
)
2
,
pp. 625-641
Persistent link: https://www.econbiz.de/10015078051
Saved in:
7
Wealth in the quadratic loss function of the Ramsey Malinvaud Cass Koopmans model of optimal savings
Chatelain, Jean-Bernard
;
Ralf, Kirsten
-
2024
Persistent link: https://www.econbiz.de/10014552780
Saved in:
8
A principal-agent framework optimal incentives in renewable investments
Aïd, René
;
Kemper, Annika
;
Touzi, Nizar
-
2023
methodology of Cvitani´c et al. (2018) in an extended
linear
quadratic
setting with exponential utilities and a multi …
Persistent link: https://www.econbiz.de/10014374489
Saved in:
9
Linear-quadratic
-singular stochastic differential games and applications
Dianetti, Jodi
-
2023
quadratic in the state and linear in the control. We call these games
linear-quadratic
-singular stochastic differential games …
Persistent link: https://www.econbiz.de/10014374580
Saved in:
10
Robust control in the presence of a colored model error term in discrete time
Tucci, Marco Paolo
-
2023
Persistent link: https://www.econbiz.de/10015189190
Saved in:
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