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Warianty tytułu
Języki publikacji
Abstrakty
The paper focuses on a linear diffrence equation depending on parameters. The equation is related to Good win’s theory of extrapolative expectations. The stability region of the equation is investigated. Conditions for asymptotic stability are formulated and presented as an optimisation problem, which is further analysed. Despite employing state-of-the-art solvers, numerical results have turned out to be too ambiguous to provide the basis for definite conclusions about the investigated stability region.
Słowa kluczowe
Wydawca
Czasopismo
Rocznik
Tom
Strony
11--14
Opis fizyczny
Bibliogr. 12 poz.
Twórcy
autor
- Warsaw University of Technology, Faculty of Electronics and Information Technology, Institute of Control and Com putation Engineering
Bibliografia
- [1] Muth, J.F. “Rational Expectations and the Theory of Price Movements”. Econometrica 29 (3), 1961: 315–335.
- [2] Goodwin, R.M. “Dynamical Coupling with Espe cial Reference to Markets Having Production Lags”. Econometri ca 15 (3), 1947: 181–204.
- [3] Evans, G.W. and S. Honkapohja. Learning and Expectations in Macroeconomisc. Princeton: Princeton University Press, 2001.
- [4] LaSalle, J.P. The Stability and Control of Discrete Processes. New York: Springer, 1986.
- [5] Gandolfo, G. Mathematical Methods and Models in Economic Dynamics. Amsterdam: North-Holland, 1971.
- [6] Ackermann, J. Sampled-Data Control Systems. Berlin:Springer-Verlag, 1985.
- [7] Jury, E.I. Theory and Application of the z-Transform Method. Hunt ington New York: Krieger Publishing Co, 1964.
- [8] Henrion, D., J.B. Lasserre, and J. Loefberg. “GloptiPoly 3: moments, optimization and semidefinite programming”. Optimization Methods and Software 24 (4–5), 2009:761–779.
- [9] Lasserre, J.B. “A Semidefinite programming ap proach to the generalized problem of moments”. Mathematical Programming 112 (1), 2008: 65–92.
- [10] http://sedumi.ie.lehigh.edu/
- [11] http://www.math.nus.edu.sg/˜mattohkc/sdpt3.html
- [12] Wächter, A. and L.T. Biegler. “On the Implementation of a Primal-Dual Interior Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming”. Mathematical Programming 106 (1), 2006: 25–57.
Typ dokumentu
Bibliografia
Identyfikator YADDA
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