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Computational methods in financial engineering : essays in honour of Manfred Gilli
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1
Stochastic control for economic models
Kendrick, David A.
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1981
Persistent link: https://www.econbiz.de/10013468946
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2
Nonconvexities in stochastic control models : an analysis
Amman, Hans M.
;
Kendrick, David A.
-
1992
Persistent link: https://www.econbiz.de/10000837647
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3
An analytical numerical method for solving adaptive control models which include forward-looking variables
Achath, Sudhakar
- In:
Poverty, environment and economic development : …
,
(pp. 293-340)
.
1995
Persistent link: https://www.econbiz.de/10001300363
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4
Stochastic control for economic models : past, present and the paths ahead
Kendrick, David A.
- In:
Journal of economic dynamics & control
29
(
2005
)
1/2
,
pp. 3-30
Persistent link: https://www.econbiz.de/10002590099
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5
Chapter 4 Control theory with applications to economics
Kendrick, David
- In:
Handbook of mathematical economics : volume 1
,
(pp. 111-158)
.
1981
Persistent link: https://www.econbiz.de/10014025081
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6
The parameter set in an adaptive control Monte Carlo experiment : some considerations
Tucci, Marco Paolo
;
Kendrick, David A.
;
Amman, Hans M.
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1531-1549
Persistent link: https://www.econbiz.de/10009125860
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7
Comparison of policy functions from the optimal learning and adaptive control frameworks
Amman, Hans M.
;
Kendrick, David A.
- In:
Computational Management Science : CMS
11
(
2014
)
3
,
pp. 221-235
Persistent link: https://www.econbiz.de/10010385633
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8
Quarterly fiscal policy experiments with a multiplier-accelerator model
Kendrick, David A.
;
Shoukry, George
- In:
Computational economics
44
(
2014
)
3
,
pp. 269-293
Persistent link: https://www.econbiz.de/10010489081
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9
The parameter set in an adaptive control Monte Carlo experiment : some considerations
Tucci, Marco Paolo
;
Kendrick, David A.
;
Amman, Hans M.
-
2007
Persistent link: https://www.econbiz.de/10003825394
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10
Duali: software for solving stochastic control problems in economics
Kendrick, David A.
;
Tucci, Marco Paolo
;
Amman, Hans M.
- In:
Computational methods in financial engineering : essays …
,
(pp. 393-419)
.
2008
Persistent link: https://www.econbiz.de/10003669746
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