Affine General Equilibrium Models

Robust Stackelberg Equilibrium for a Multi-Scenario Two Players Linear Affine-Quadratic Differential Game

This paper presents the formulation of a new concept dealing with a Robust Stackelberg equilibrium for a multi scenario or mutiple models of a linear affine-quadratic game. The game dynamic is given by a family of N different possible differential equations (MultiModel representation) with no information about the trajectory which is realized. The robust Stackelberg strategy for each player mus...

application of affine gray-box neural models for nonlinear control of chemical processes

Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions

This article is concerned with identification problem of parameters of Dynamic Stochastic General Equilibrium Models with emphasis on structural constraints, so that the number of observable variables is equal to the number of exogenous variables. We derived a set of identifiability conditions and suggested a procedure for a thorough analysis of identification at each point in the parameters sp...

Realization of locally extended affine Lie algebras of type $A_1$

Locally extended affine Lie algebras were introduced by Morita and Yoshii in [J. Algebra 301(1) (2006), 59-81] as a natural generalization of extended affine Lie algebras. After that, various generalizations of these Lie algebras have been investigated by others. It is known that a locally extended affine Lie algebra can be recovered from its centerless core, i.e., the ideal generated by weight...

The Impact of Monetary and Exchange Policies on the Country’s Trade balance Fluctuation with the Approach of Dynamic Stochastic General Equilibrium (DSGE) models

This paper uses the framework of new Keynesian school and the literature of the Dynamic Stochastic General Equilibrium (DSGE) model to build a general model that can be estimated for Iran economy. By simulating this model, the effects of the implementation of monetary and foreign exchange policies through policy instruments including bank interest rate, central bank international reserves and t...

A mathematical framework for the control of piecewise-affine models of gene networks

This article introduces results on the control of gene networks, in the context of piecewise-affine models. We propose an extension of this well-documented class of models, where some input variables can affect the main terms of the equations, with a special focus on the case of affine dependence on inputs. Some generic control problems are proposed, which are qualitative, respecting the coarse...