• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Inequalities in Health and Healthcare
      • Research on Productivity, Trade, and Growth
      • Behavioral Macro and Complexity
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Alumni
  • Times

01-043/2 - Reducing the Dimensionality of Linear Quadratic Control Problems


  • Authors
    Ronald J. Balvers, West Virginia University, USA; Douglas W. Mitchell, West Virginia University, USA
  • Publication date
    April 11, 2001
  • Keywords
    Linear-quadratic control; Riccati equation; Riccati reduction; Kalman filtering; Intertemporal optimization
  • JEL
    C61; C63; D83