𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Variance-Expected Compliance Model for Structural Optimization

✍ Scribed by Miguel Carrasco; Benjamin Ivorra; Angel Manuel Ramos


Book ID
106433445
Publisher
Springer
Year
2011
Tongue
English
Weight
719 KB
Volume
152
Category
Article
ISSN
0022-3239

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Optimal control of a water reservoir wit
✍ Andrzej Karbowski; Przemysław Magiera 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 408 KB

## Abstract The article presents how to solve a reservoir management problem, which has been formulated as a two‐criteria stochastic optimal control problem. Apart from the expected value of a performance index, its variance is also considered. Three approaches are described: a method based on the

Solving for optimal simple rules in rati
✍ Richard Dennis 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 679 KB

This paper presents algorithms that solve for optimal simple monetary policy rules in rational expectations models with precommitment and discretion. The algorithms are applied to the models in Fuhrer (J. Money, Credit, Banking 29 (1997) 214), Clarida et al. (J. Econ. Lit. 37 (1999) 1661) and Rudebu