经济动力学与控制 英文本PDF电子书下载
- 电子书积分:13 积分如何计算积分?
- 作 者:邹至庄著
- 出 版 社:北京:北京大学出版社
- 出版年份:2001
- ISBN:730105078X
- 页数:367 页
Introduction 1
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2.Spectral Properties of Non-Stationary Systems of Linear Stochastic Difference Equations (co-authored with R.E.Levitan),American Statistical Association Journal,64:581-590,1969 17
3.Optimal Stochastic Control of Linear Economic Systems,Journal of Money,Credit,and Banking,2:291-302,1970 27
4.Optimal Control of Linear Econometric Systems with Finite Time Horizon,International Economic Review,13:16-25,1972 39
5.How Much Could be Gained by Optimal Stochastic Control Policies,Annals of Economic and Social Measurement,1:391-406,1972 49
6.Introduction to Stochastic Control Theory and Economic Systems (co-authored with Michael Athans),Annals of Economic and Social Measurement,1:375-383,1972 65
7.Effect of Uncertainty on Optimal Control Policies,International Economic Review,14:632-645,1973 74
8.Problems of Economic Policy from the Viewpoint of Optimal Control,American Economic Review,LXII:825-837,1973 88
9.A Solution to Optimal Control of Linear Systems with Unknown Parameters,Review of Economics and Statistics,57:338-345,1975 101
10.An Approach to the Feedback Control of Nonlinear Econometric Systems,Annals of Economic and Social Measurement,5:297-309,1976 109
11.The Control of Nonlinear Econometric Systems with Unknown Parameters,Econometrica,44(4):685-695,1976 122
12.Control Methods for Macroeconomic Policy Analysis,American Economic Association,66:340-345,1976 133
13.Usefulness of Imperfect Models for the Formulation of Stabilization Policies,Annals of Economic and Social Measurement,6:175-187,1977 139
14.Evaluation of Macroeconomic Policies by Stochastic Control Techniques,International Economic Review,19:311-319,1978 152
15.Optimum Control of Stochastic Differential Equation Systems,Journal of Economic Dynamics and Control,1:143-175,1979 161
16.Effective Use of Econometric Models in Macroeconomic Policy Formulation,in S.Holly,B.Rustem,and M.Zarrop,eds.,Optimal Control for Econometric Models,New York:St.Martin s Press,31-39,1979 194
17.Comparison of Econometric Models by Optimal Control Techniques,in J.Kmenta and J.Ramsey,eds.,Eualuation of Econometric Models,New York:Academic Press,229-243,1980 203
18.Econometric Policy Evaluation and Optimization under Rational Expectations,Journal of Economic Dynamics and Control,2:47-59,1980 218
19.Estimation of Rational Expectations Models,Journal of Economic Dynamics and Control,2:241-255,1980 231
20.Estimation and Optimal Control of Dynamic Game Models under Rational Expectations,in R.Lucas and T.Sargent,eds.,Rational Expectations and Econometric Practice,Vol.2,Minneapolis: University of Minnesota Press,681-689,1980 246
21.Estimation and Control of Rational Expectations Models,American Economic Review,Papers and Proceedings,71:211-216,1981 255
22.Has Government Policy Contributed to Economic Instability?(co-authored with S. Heller),in G. C.Chow,Econometric Anaysis by Control Methods,New York:John Wiley Sons,Inc.,131-148,1981 261
23.Estimation and Optimal Control of Models of Dynamic Games,in M.Deistler,E.Fürst,and G.Schw?diauer,eds.,Games,Economic Dynamics,and Time Series Analysis,Wien-Würzburg:Physica-Verlag,279-290,1982 279
24.On Two Methods for Solving and Estimating Linear Simultaneous Equations under Rational Expectations(co-authored with Philip J.Reny),Journal of Economic Dynamics and Control,9:63-75,1985 291
25.Dynamic Optimization without Dynamic Programming,Economic Modelling,9:3-9,1992 304
26.Optimal Control without Solving the Bellman Equation,Journal of Economic Dynamics and Control,17:621-630,1993 311
27.Multiperiod Competition with Switching Costs: Solution by Lagrange Multipliers,Journal of Economic Dynamics and Control,19:51-57,1995 321
28.The Lagrange Method of Optimization with Applications to Portfolio and Investment Decisions,Journal of Economic Dynamics and Control,20:1-18,1996 328
29.Chow s Method of Optimal Control: A Numerical Solution,forthcoming 346
30.Duplicating Contingent Claims by the Lagrange Method,Pacific Economic Review,4(3):277-283,1999 361
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