Stochastic optimal control of economic growth model under research and development investment with Kalman filtering approaches

QR Code

Stochastic optimal control of economic growth model under research and development investment with Kalman filtering approaches

This article examines an economic growth model that expresses the interaction between production, technology stock, and research and development (R&D) investments. The goal of this study is to maximize production. Considering the presence of Gaussian white noises, this model is reformulated as a...

Full description

Bibliographic Details
Main Authors:	Lim, Yue Yuin, Kek, Sie Long, Leong, Wah June
Format:	Article
Published:	Hunan University 2022
Online Access:	http://psasir.upm.edu.my/id/eprint/103300/

Similar Items

Discrete-time nonlinear stochastic optimal control problem based on stochastic approximation approach
by: Kek, Sie Long, et al.
Published: (2018)

Integrated optimal control and parameter estimation algorithms for discrete-time nonlinear stochastic dynamical systems
by: Kek, Sie Long
Published: (2011)

Truncated unscented kalman filtering
by: Garcia Fernandez, Angel, et al.
Published: (2012)

Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
by: Dokuchaev, Nikolai
Published: (2005)

Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm
by: Leong, Wah June, et al.
Published: (2021)

Mixture truncated unscented Kalman filtering
by: Garcia Fernandez, Angel, et al.
Published: (2012)

Noise reduction using Kalman filter
by: Gunawan, Teddy Surya, et al.
Published: (2011)

BSKF: Binary Simulated Kalman Filter
by: Zulkifli, Md. Yusof, et al.
Published: (2015)

Parameter-Less Simulated Kalman Filter
by: Nor Hidayati, Abdul Aziz, et al.
Published: (2017)

An improvement of stochastic gradient descent approach for mean-variance portfolio optimization problem
by: S. W. Su, Stephanie, et al.
Published: (2021)

On exponential stability of composite stochastic control systems
by: Abedi, Fakhreddin, et al.
Published: (2013)

Filtering meteoroid flights using multiple unscented Kalman filters
by: Sansom, E., et al.
Published: (2016)

Dynamic robust stabilization of stochastic differential control systems
by: Abedi, Fakhreddin, et al.
Published: (2013)

Crustal deformation monitoring by the Kalman filter method
by: Çelik, Cahit Tăgi
Published: (1998)

Outlier rejection methods for robust Kalman filtering
by: Kim, Du Yong, et al.
Published: (2011)

Kalman filtering for multiple time-delay systems
by: Lu, X., et al.
Published: (2005)

Analysis of Kalman filter approximations for nonlinear measurements
by: Morelande, M., et al.
Published: (2013)

Gaussian MAP Filtering Using Kalman Optimization
by: García-Fernández, Angel, et al.
Published: (2015)

Kalman filter implementation on localization of mobile robot
by: Nabil Zhafri, Mohd Nasir
Published: (2016)

Asynchronous simulated kalman filter optimization algorithm
by: Zuwairie, Ibrahim, et al.
Published: (2018)

Simulated kalman filter algorithm with improved accuracy
by: Mohd Falfazli, Mat Jusof, et al.
Published: (2018)

Stabilization of some composite stochastic control systems with nontrivial solutions
by: Abedi, Fakhreddin, et al.
Published: (2017)

The Linkages Between Domestic Investment, Foreign Direct Investment And Economic Growth In Asean Five Countries
by: Tan, Bee Wah
Published: (2012)

An extended Kalman filter based fuzzy adaptive equalizer for powerline channel
by: Wong, , WK, et al.
Published: (2005)

Lyapunov characterization for the stability of stochastic control systems
by: Abedi, Fakhreddin, et al.
Published: (2015)

Measuring productivity and efficiency: a Kalman filter approach
by: Duygun, Meryem, et al.
Published: (2016)

The Hybrid Simplified Kalman Filter for Adaptive Feedback Cancellation
by: Albu, F., et al.
Published: (2018)

Kalman Filtering for SNR Estimation in AWGN and Fading Channels
by: Gopal, Lenin, et al.
Published: (2009)

BLUE, BLUP and the Kalman filter: some new results
by: Teunissen, Peter, et al.
Published: (2013)

On Kalman filtering for 2-D Fornasini-Marchesini models
by: Yang, R., et al.
Published: (2009)

Motion estimation in flotation froth using the Kalman filter
by: Amankwah, A., et al.
Published: (2015)

Simulated Kalman Filter algorithms for solving optimization problems
by: Nor Hidayati, Abdul Aziz
Published: (2019)

Bank of Kalman filters for fault detection in quadrotor MAV
by: Pebrianti, Dwi, et al.
Published: (2016)

How Important the Error Covariance in Simulated Kalman Filter?
by: Nor Hidayati, Abd Aziz, et al.
Published: (2016)

Autonomous Mobile Robot Localization using Kalman Filter
by: Nabil Zhafri, Mohd Nasir, et al.
Published: (2017)

An oppositional learning prediction operator for simulated kalman filter
by: Zuwairie, Ibrahim, et al.
Published: (2018)

Adaptive beamforming algorithm based on Simulated Kalman Filter
by: Kelvin Lazarus, Lazarus
Published: (2017)

A multiobjective simulated Kalman filter optimization algorithm
by: A. Azwan, A. Razak, et al.
Published: (2018)

FPGA implementation of simulated kalman filter optimization algorithm
by: Nurul Hazlina, Noordin, et al.
Published: (2018)

A Kalman-Filter-Based Sine-Cosine Algorithm
by: Mohd Falfazli, Mat Jusof, et al.
Published: (2019)