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فهرست مقالات

an application of the stochastic optimal control algorithm (optcon) to the public sector economy of iran

نویسنده: ؛ ؛

بهار 1384 - شماره 13 (21 صفحه - از 189 تا 209)

کلیدواژه ها : Stochastic optimal control algorithm ،OPTCON ،Optimal macroeconomic policies Iran

کلید واژه های ماشینی : OPTCON ،Algorithm Optimal Control Non ،An Algorithm Optimal Control ،Abbas Abbas Bagher Klantari ،The Estimation Of Country ،Algorithm For The Optimal ،Abbas Bagher Klantari ،For The Optimal Control ،An Algorithm For The ،Non Linear Stochastic Models ،Optimal Control ،Analysis Control Dynamic Economic ،Neck ،Optimization ،GDP ،Sensitivity Of Optimal Macroeconomic ،CPI ،Of Optimal Macroeconomic Policies ،Abbas ،Abbas Bagher ،Estimation Of Country Capital ،Control Non Linear Stochastic ،Reinhard Neck ،The Sensitivity Of Optimal ،The Optimal Choice Exchange ،The Estimation Country ،Algorithm ،Of Non Linear Stochastic ،Stochastic Model ،Policy

In this paper we first describe the stochastic optimal control algorithm called ((OPTCON)). The algorithm minimizes an intertemporal objective loss function subject to a nonlinear dynamic system in order to achieve optimal value of control (or instrument) variables. Second as an application, we implemented the algorithm by the statistical programming system ((GAUSS)) to determine the optimal fiscal policy for Iran during the third development plan (1383 – 1379). The obtained results show that under optimal fiscal policies, the rate of economic growth and current account balance proposed in the third development plan will be achieved. Based of the findings having found compatible results therefore the determination of optimal macroeconomic policies for the Iran’s forth development plan is suggested.

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