Publication: Control de sistemas lineales con expectativas racionales en caso de información incompleta
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1991
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Facultad de Ciencias Económicas y Empresariales. Decanato
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En este trabajo se resuelve la versión para el caso de información incompleta del problema de control de sistemas económicos lineales con expectativas racionales y función objetivo cuadrática, ya estudiado anteriormente en el caso de información completa. En ambos casos no se cumple la hipótesis de causalidad por lo que no son aplicables las técnicas habituales de Teoría de Control, aunque el método que se utiliza se apoya en ellas.
The problem of optimal control of linear economic systems with rational expectations and quadratic objective function is solved for the case of incomplete information. The case of complete information has been previously studied. In both problems the hypothesis of causality is not satisfied and, therefore, the standard techniques of control theory cannot be directly applied, though the method used is based on these techniques.
The problem of optimal control of linear economic systems with rational expectations and quadratic objective function is solved for the case of incomplete information. The case of complete information has been previously studied. In both problems the hypothesis of causality is not satisfied and, therefore, the standard techniques of control theory cannot be directly applied, though the method used is based on these techniques.
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