BazEkon - Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie

BazEkon home page

Meny główne

Autor
Strzała Krystyna (Uniwersytet Gdański)
Tytuł
Przegląd podstawowych algorytmów rozwiązywania liniowo-kwadratowych zadań sterowania optymalnego
Linear-Quadratic Optimal Control Models - Review of Basic Algorithms
Źródło
Przegląd Statystyczny, 1996, vol. 43, z. 1-2, s. 83-96, bibliogr. 33 poz.
Statistical Review
Słowa kluczowe
Programowanie matematyczne, Teoria kontroli, Algorytmy
Mathematical programming, Control theory, Algorithms
Uwagi
summ.
Abstrakt
The paper aims at a critical presentation of basic algorithms used for solving linear-quadratic optimal control models. The assumptions concerning the random disturbances allow us to use the certainty equivalence theorem and to ignore disturbances in computing optimal solutions. Thus, the problem to be solved is a deterministic one. The paper presents three algorithms representative for global and stage - wise mode i.e. the. Nestor algorithm and algorithms by Chow and Pindyck. The author investigates the case of solving a nonlinear-quadratic optimal control model by an algorithm invented by Chow. Finally, she reviews published criticism of the optimal control theory and its economic applications, including the most important critical remarks made by Lucas, which led to the invention of the generalized theory of optimal control. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka Szkoły Głównej Handlowej
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
Bibliografia
Pokaż
  1. Bellman R.E., Dynamic Programming, Princeton, Nowy York 1957.
  2. Blackburn K., Macroeconomic Policy Evaluation and Optimal Control Theory: A. Critical Review of Some Recent Developments, Journal of Economic Surveys 1, 1987, s. 111-148.
  3. Canon M.D., Cullum CD., Polak e., Sterowanie optymalne i programowanie matematyczne, WNT, Warszawa 1975.
  4. Caravani P., Modeling Economic Policy with Non-Symmetric Losses and Risk Aversion, Journal of Economic Behavior and Organization, 8(1987), s. 453-467.
  5. Chow G.C., Development of Control Theory in Macroeconomics, s. 3-19, w: C. Carraro, D. Sartore (red.) Developments of Control Theory for Economic Analysis, Kluwer Academic Publishers, Dordrecht 1987.
  6. Chow G.C., Econometric Analysis by Control Methods, J. Wiley and Sons, Inc., New York 1981.
  7. Chow G.C., Analysis and Control of Dynamic Economic Models, J. Wiley and Sons, Inc., New York 1975.
  8. Eppers J., Leserer M., Some Remarks on Forward Programming, mimco, 1985.
  9. Gruber J., Interactive Vector Optimization as a Complement to Optimal Control in Econometric Decision Models, Discussion Paper No. 89, Fernuniversitaet Hagen 1985.
  10. Gruber J., Introduction: Towards Observed Preferences in Econometric Decision Models w: J. Gruber (red.) Econometric Decision Models, Springer-Verlag, Berlin 1983, s. 1-9.
  11. Gruber J., Approaches to Determining the Weights in the Objective Function of Econometric Decision Models, Discussion Paper, no. 35, Fernuniversitaet Hagen 1979.
  12. Hughes Hallet a., Rees a., Quantitative Economic Policies and Interactive Planning, University Press, Cambridge 1983.
  13. Kendrick D., Feedback. A New Framework for Macroeconomic Policy, Kluwer Academic Publishers, Dordrecht 1988.
  14. Kendrick D., Stochastic Control for Economic Models, McGraw-Hill Book Comp., New York 1981.
  15. Kydland F., Noncooperative and Dominant Player Solutions in Discrete Dynamic Games, International Economic Review 16, 2, 1975, s. 321-335.
  16. Larson R.E., State Increment Dynamic Programming, Gordon & Breach, New York 1968.
  17. Leserer M., Eine Anmerkung zum Adaptionsproblem, mimeo, Universitaet Goettingen 1986.
  18. Leserer M., A Fine Tunning Scheme for Economic Decision Rules, w: J. Gruber (red.) Economic Decision Models, Springer Verlag, Berlin 1983.
  19. Lucas R.E., Econometric Policy Evaluation: A Critique, w: K. Brunner, A.H. Meltzer (wyd.): The Phillips Curve and Labour Markets, North-Holland, Amsterdam 1976.
  20. Meijdam L., A. de Zeeuw, On Expectations, Information and Dynamic Game Equilibria, w: T. Basar (red.) Dynamic Games and Applications in Economics, Springer Verlag, Berlin 1986.
  21. Miller M., Salmon M., Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies, Economic Journal, Supplement, 95 (1985), s. 124-137.
  22. Muth J.F., Rational Expectations and the Theory of Price Movements, Econometrica 29, 1961, s. 315-335.
  23. Norman A.L., Anticipatory First Period Certainty Equivalence, International Economic Review 19, 1961, s. 797-800.
  24. Norman A.L., On the Relationship Between Linear Feedback Control and First Order Certainty Equivalence, International Economic Review, vol. 15, 1974, s. 209-215.
  25. Petit M.L., Control Theory and Dynamic Games in Economic Policy Analysis, Cambridge University Press, Cambridge 1990.
  26. Pindyck R.S., Optimal Planning for Economic Stabilization, North-Holland, Amsterdam 1973.
  27. Rausser G., Active Learning, Control Theory, and Agricultural Policy, American Journal of Agricultural Economics 60, 1978, s. 476-490.
  28. Strzała k., An Application of Control Theory to the Economic Analysis of the Firm's Management in Centrally Planned Economy, Operation Research Proceedings 1987, Springer Verlag, Berlin 1988, s. 346-358.
  29. Strzała K., Próba wykorzystania modelu ekonometrycznego w sterowaniu optymalnym przedsiębiorstwem budowlanym, praca doktorska, Uniwersytet Gdański, Sopot 1982.
  30. Theil H., Zasady Ekonometrii, PWN, Warszawa 1979.
  31. Theil H., Economic Forecasts and Policy, North-Holland, Amsterdam 1958.
  32. Tinbergen J., Economic Policy: Principles and Design, North-Holland, Amsterdam 1956.
  33. Tinbergen J., On the Theory of Economic Policy, North-Holland, Amsterdam 1952.
Cytowane przez
Pokaż
ISSN
0033-2372
Język
pol
Udostępnij na Facebooku Udostępnij na Twitterze Udostępnij na Google+ Udostępnij na Pinterest Udostępnij na LinkedIn Wyślij znajomemu