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Author
Strzała Krystyna (Uniwersytet Gdański)
Title
Klasyczne zadania sterowania optymalnego w systemach ekonomicznych
An Application of the Classical Theory of Optimal Control to Economic Systems
Source
Przegląd Statystyczny, 1996, vol. 43, z. 1-2, s. 25-37, bibliogr. 48 poz.
Statistical Review
Keyword
Modele ekonometryczne, Teoria wzrostu gospodarczego, Polityka gospodarcza
Econometric models, Economic growth theory, Economic policy
Note
summ.
Abstract
W artykule dokonano krótkiego przeglądu prac poświęconych teorii sterowania optymalnego. Następnie przedstawiono takie zagadnienie jak postać formalna zadań sterowania optymalnego, a w nim - deterministyczne modele sterowania optymalnego, standardowe modele sterowania optymalnego w warunkach niedeterministycznych, model ekonometryczny jako podstawa modelu sterowania.

The purpose of the paper is to discuss basic definitions and models of the classical theory of optimal control as well as to present the historical development of various applications of the control theory to economic systems which are described by econometric models. The paper gives a formal description of the system under control from the point of view of the optimal control theory, and discusses the requirements which are to be fulfilled by an econometric model. It also outlines and discusses the classical linear-quadratic models under deterministic and stochastic conditions and the use of certainty equivalence. (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
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ISSN
0033-2372
Language
pol
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