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Control Theory Methods in Economics

Language EnglishEnglish
Book Hardback
Book Control Theory Methods in Economics Jati K. Sengupta
Libristo code: 01398495
Publishers Springer, January 1997
This volume provides an integrated, modern treatment of control theory in economics. In addition to... Full description
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This volume provides an integrated, modern treatment of control theory in economics. In addition to synthesizing the different phases of control theory methods, including feedback, stochastic and adaptive control, Control Theory Methods in Economics discusses several recent developments in applied control theory. Aspects of econometrics estimation receive special emphasis, because of their importance to empirical applications in economics. §Control Theory Methods in Economics will be an important general reference for researchers and graduate students of applied control theory methods, but also has extensive professional applications in dynamic portfolio models in finance, neoclassical models of optimal growth, stabilizing control policies in variable structure models and problems of forecasting and estimation in dynamic models of rational expectations.

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