MULTI-PERIOD CONTROL PROBLEM UNDER UNCERTAINTY

被引：109
作者：
PRESCOTT, EC [1 ]
机构：
[1] CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213
来源：
ECONOMETRICA | 1972年 / 40卷 / 06期
关键词：
D O I：
10.2307/1913854
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：1043 / 1058
页数：16
相关论文
共 9 条
[1]  
Brainard W, 1967, AM ECON REV, V57, P411
[2]  
DEGROOT MH, 1969, OPTIMAL STATISTICAL
[3]   ECONOMETRICS AND DECISION THEORY [J].
DREZE, JH .
ECONOMETRICA, 1972, 40 (01) :1-&
[4]   ESTIMATION IN THE LINEAR DECISION-MODEL [J].
FISHER, WD .
INTERNATIONAL ECONOMIC REVIEW, 1962, 3 (01) :1-29
[5]  
PRESCOTT EC, 1971, WESTERN ECON J, V9, P369
[6]  
Theil H., 1964, OPTIMAL DECISION RUL
[7]   PREDICTION AND DECISION-PROBLEMS IN REGRESSION-MODELS FROM THE BAYESIAN POINT OF VIEW [J].
ZELLNER, A ;
CHETTY, VK .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1965, 60 (310) :608-616
[8]  
ZELLNER A, TO BE PUBLISHED
[9]  
ZELLNER A, 1968, FUTURE STATISTICS
1