OPTCON2
Blüschke-Nikolaeva, Viktoria![OPTCON2](https://support.digitalhusky.com/media/annotations/sorted/144/14425184/CHSBZCOP0314425184.jpg)
This book considers the OPTCON2 algorithm which delivers numerical solutions to optimum control problems with a quadratic objective function for nonlinear dynamic econometric models with additive and multiplicative (parameter) uncertainties. The algorithm was programmed in C# and allows for deterministic and stochastic control, the latter with open-loop and passive learning (open-loop feedback) information patterns. The applicability of the al...