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Economic Theory - General & Miscellaneous, Decision Making & Problem Solving, Mathematical Programming & Operations Research, Mathematical Modeling - Economics, Cognitive Psychology
Optimal Control, Expectations and Uncertainty by Sean Holly β€” book cover

Optimal Control, Expectations and Uncertainty

by Sean Holly, Andrew Hughes Hallet
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Overview

The rational expectations revolution and other developments in economics (notably game theory) have fundamentally altered the application of optimal control theory to economic forecasting and planning. In particular, they have shown that economic systems cannot be modeled simplistically on physical systems. However, as the authors show, these developments have greatly enhanced our understanding of how an economy functions, and now make it possible for optimal control theory to be applied much more effectively to economic modeling and planning.

Synopsis

The rational expectations revolution and other developments in economics (notably game theory) have fundamentally altered the application of optimal control theory to economic forecasting and planning. In particular, they have shown that economic systems cannot be modeled simplistically on physical systems. However, as the authors show, these developments have greatly enhanced our understanding of how an economy functions, and now make it possible for optimal control theory to be applied much more effectively to economic modeling and planning.

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Book Details

Published
January 1, 2010
Publisher
Cambridge University Press
Pages
260
Format
Paperback
ISBN
9780521126335

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