Free Access
R.A.I.R.O. Recherche opérationnelle
Volume 9, Number V2, 1975
Page(s) 5 - 31
Published online 06 February 2017
  • A. NORMAN, Optimal Economie Policy and Econometric Model, Proceedings 1971 IEEE Conference on Decision and Control.
  • D. A. KENDRIK, Economic Model and Control Systems, Proceedings 1971 IEEE Conference on Decision and Control.
  • H. KIM, L. M. GOREUX, Optimal Economic Policy under Incertainty in Simultaneous Implicit Dynamic Systems, Proceedings 1972 IEEE Conference on Decision and Control.
  • R. S. HOLBROOK, An Approach to the Choice of Optimal Policy Using Large Econometric Models, Bank of Canada, 1973.
  • R. PINDYCK, Optimal Planning for Economic Stabilization, North Holland, 1973. [Zbl: 0291.90010]
  • R. E. KALMAN, A New Approach to Linear Filtering and Prediction Problems, Trans. ASME, Vol. 82D, 1960.
  • A. E. BRYSON, Y. C. Ho, Applied Optimal Control, Ginn, 1969.
  • M.R. HESTENES, Multiplier and Gradient Methods, JOTA, 1969. [MR: 262903]
  • A. MIELE, P. E. MOSELEY, E. E. CRAGG, On the Method of Multipliers for Mathematical Programming Problems, JOTA, 1972. [Zbl: 0232.90056]
  • R. T. ROCKAFELLAR, The Multiplier Method of Hestenes and Powell Applied to Convex Programming, JOTA, 1973, pp. 555-562. [MR: 334953] [Zbl: 0254.90045]
  • K. MARTENSSON, A New Approach to Constrained Function Optimization, JOTA, 1973, pp. 531-554. [MR: 334963] [Zbl: 0253.49024]
  • VILLANUEVA, Endogeneity of Policy Variables : an Empirical Study of the Discount Rate in Belgium, Mimeographed, International Monetary Fund, Washington DC, 1970.
  • C. R. KLEIN, A Textbook of Econometrics, Second Edition 1974, Prentice Hall, Inc, 436 pages, Chapitre IV, § 4, p. 155 et suivants.
  • F. FISHER, Dynamic Structure and Estimation in Economy-Wide Econometric Models in Duesenberry-Fromm-Klein-Kuh (eds), « The Brookings Quaterly Econometric Model of the United States », Chicago, Rand-Mc Nally, 1965, pp. 589-636.
  • I. B. RHODES, A Tutorial Introduction to Estimation and Filtering, IEEE Trans on Automatic Control, Dec. 1971. [MR: 311384]

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