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STOCHASTIC CONTROL Book Free Download

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STOCHASTIC CONTROL FOR
ECONOMIC MODELS
Second Edition
David A. Kendrick

Table of Contents

1 Introduction

I Deterministic Control

2 Quadratic Linear Problems

3 General Nonlinear Models

4 Example of Deterministic Control

II Passive-Learning Stochastic Control

5 Additive Uncertainty

6 Multiplicative Uncertainty

7 Example of Passive-Learning Control

III Active-Learning Stochastic Control

8 Overview

9 Nonlinear Active-Learning Control

10 Quadratic Linear Active-Learning Control

11 Example: The MacRae Problem

12 Example: Model with Measurement Error

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