Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations

Yale School of Management Working Papers from Yale School of Management

Abstract: This paper presents a computationally feasible procedure for the optimal control and stochastic simulation of large nonlinear models with rational expectations under the assumption of certainty equivalence.

Date: 2001-06-20, Revised 2001-09-24
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Related works:
Journal Article: Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:ysm:somwrk:ysm202

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