Abstract: We present a new approach to the approximation of the input-output map of a nonlinear system which transforms stochastic signals. The proposed approach is based on the best approximation ...

Altissimo, F., Cúrdia, V., and Rodriguez-Palenzuela, D. (2005) Linear-Quadratic Approximation to Optimal Policy: An Algorithm and Two Applications Unpublished, European Central Bank and Princeton ...

based on the C version by Éric Thiébaut, 2015-2017 https://github.com/emmt/Algorithms.git based on the FORTRAN version by Mike Powell, 2009 This provides a C ...

We reconsider the optimal taxation of income from labor and capital in the stochastic growth model analyzed by Chari et al. (1994, 1995), but using a linear-quadratic (LQ) approximation to derive a ...

Abstract: The Gassmann fluid term, an important attribute for characterizing reservoir fluid variations, is widely used in seismic inversion for reservoir prediction and fluid identification. However, ...