跳跃
经济
特色
地平线
控制(管理)
班级(哲学)
马尔可夫链
计量经济学
控制理论(社会学)
数理经济学
数学
计算机科学
物理
几何学
哲学
人工智能
统计
管理
量子力学
语言学
作者
J.B.R. do Val,M Tamer Basar
标识
DOI:10.1016/s0165-1889(98)00058-x
摘要
We study a time-variant macroeconomic model in which some of the parameters are allowed to fluctuate in an exogenous form, according to a Markov chain. This feature allows us to model abrupt changes for improvement and degradation in terms of the intrinsic relations of the economic variables, and account for changes in the policy-maker's preferences. Receding horizon control is well suited to systems with a modelled parameter fluctuation in the short and medium terms, but with unmodelled uncertainties in the long run. The problem features a partial information structure, since the changes in the economy may not be accessible, and to seek a computable solution we restrict attention to the class of linear feedback controls.
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