Optimal Policies for Nonlinear Economic Models
Dmitri Blueschke
Broschiertes Buch

Optimal Policies for Nonlinear Economic Models

The OPTGAME3 and OPTCON2 Algorithms: Theory and Applications

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Many interesting economic models cannot be solved analytically using the standard mathematical techniques. Nonlinear stochastic optimal control problems and nonlinear dynamic tracking games are two research areas where this problem occurs frequently and which are discussed in this work. This book gives some insight into these frameworks, both on the theoretical basis and giving application examples. From the theoretical point of view, this book describes both frameworks and presents two numerical methods designed to solve such problems. The algorithm OPTCON2 is designed for solving nonlinear s...