Econometrica: Apr 1965, Volume 33, Issue 2

Optimal Strategy Decisions for Dynamic Linear Decision Rules in Feedback Form

https://doi.org/0012-9682(196504)33:2<307:OSDFDL>2.0.CO;2-6
p. 307-320

C. van de Panne

An explicit formulation of the optimal strategy for all periods of dynamic linear decision rules is developed. This result is used in formulating the decision rules in feedback form. The corresponding feedback coefficients are computed for the paint factory case, described by Holt et al. [2].
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