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攪乱項の変動を考慮した最適公共投資システム
https://nagano-nct.repo.nii.ac.jp/records/660
https://nagano-nct.repo.nii.ac.jp/records/6606ce0ce43-1764-4bdd-8dc6-9636f67dfb99
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
nagano_nct-19-16.pdf (383.9 kB)
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| Item type | Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2013-02-21 | |||||
| タイトル | ||||||
| タイトル | 攪乱項の変動を考慮した最適公共投資システム | |||||
| 言語 | ||||||
| 言語 | jpn | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| その他（別言語等）のタイトル | ||||||
| その他のタイトル | Optimal Control Problem of Public Investment with System Noise | |||||
| 著者 |
柳沢, 吉保
× 柳沢, 吉保× 奥谷, 巌 |
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| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | In our earlier work it was presented that optimization of the dynamic regional allocation problem of public investment can be solved by applying the concept of stocastic control of a system if the regional economic structure is established by a linear econometric model which includes various economic state variables as endo-genous variables and public investments as exogenous variables. The optimal investment series derived from this procedure is optimal in that it should maximize "the expectation of the system objective". However, as a matter of course, public investment process can never be repeated. In this paper we present some results of simulations taking the diturbance term (or system noise) included in the econometric model into account in order to reveal the implication of the optimal solution of our specific problem. | |||||
| 書誌情報 |
長野工業高等専門学校紀要 巻 19, p. 121-128, 発行日 1988-12-28 |
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| 出版者 | ||||||
| 出版者 | 長野工業高等專門学校 | |||||
| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 0286-1909 | |||||
| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AN00179170 | |||||
| フォーマット | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | application | |||||
| 著者版フラグ | ||||||
| 出版タイプ | VoR | |||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
