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1、STOCHASTICCONTROLFORECONOMICMODELSSecondEditionBooksbyDavidAndrewKendrickProgrammingInvestmentintheProcessIndustriesNotesandProblemsinMicroeconomicTheory(withPeterDixonandSamuelBowles)ThePlanningofIndustrialInvestmentPrograms(withArdyStoutjesdijk)ThePlanningofInvestmentProgramsin
2、theSteelIndustry(withAlexanderMeerausandJaimeAlatorre)GAMS:AUsersGuide(withAnthonyBrookeandAlexanderMeeraus)Feedback:ANewFrameworkforMacroeconomicPolicyModelsforAnalyzingComparativeAdvantageHandbookofComputationalEconomics(editedwithHansM.AmmanandJohnRust)STOCHASTICCONTROLFORECON
3、OMICMODELSSecondEditionDavidA.KendrickTheUniversityofTexasTypesetbyVTEXLtd.,Vilnius,Lithuania(RimasMaliukeviciusandVytasStatulevicius)STOCHASTICCONTROLFORECONOMICMODELSSecondEdition,Version2.002002CopyrightfortheFirstEdition?1981byMcGraw-Hill,Inc.CopyrighttransferredtoDavidKendri
4、ckin1999.DavidAndrewKendrickDepartmentofEconomicsTheUniversityofTexasAustin,Texas,U.S.A.kendrick@eco.utexas.eduhttp://eco.utexas.edu/faculty/KendrickToGailContentsPrefaceivPrefacetoSecondEditionvii1Introduction1IDeterministicControl32QuadraticLinearProblems42.1ProblemStatement...
5、......................52.2SolutionMethod..........................103GeneralNonlinearModels193.1ProblemStatement.........................203.2QuadraticLinearApproximationMethod.............213.3GradientMethods..........................253.4SpecialProblems.........................
6、.273.4.1AccuracyandRoundoffErrors...............273.4.2LargeModelSize......................273.4.3InequalityConstraintsonStateVariables.........284ExampleofDeterministicControl294.1SystemEquations..........................294.2TheCriterionFunction.......................35iiiCONTE
7、NTSivIIPassive-LearningStochasticControl375AdditiveUncertainty385.1Uncertaintyineconomicproblems.................385.2MethodsofModelingUncertainty.................395.3Learning:PassiveandActive....................405.4AdditiveErrorTerms........................436MultiplicativeUnc
8、ertainty456.1StatementoftheProblem......
