Numerical solutions of the algebraic mat
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Hans M. Amman; Heinz Neudecker
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Article
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1997
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Elsevier Science
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English
โ 349 KB
The linear-quadratic control model is one of the most widely used control models in both empirical and theoretical economic modeling. In order to obtain the equilibrium solution of this control model, the so-called algebraic matrix Riccati equation has to be solved. In this note we present a numeric