Linear decision rules for controlling complex systems are often obtained by matrix inversion, but transform methods offer an alternative approach that yields insights into the structure of the decision problem of maximizing expected payoffs under constraints.
MLA
Holt, Charles C., and George A. Hay. “A General Solution for Linear Decision Rules: An Optimal Dynamic Strategy Applicable under Uncertainty.” Econometrica, vol. 43, .no 2, Econometric Society, 1975, pp. 231-260, https://www.jstor.org/stable/1913583
Chicago
Holt, Charles C., and George A. Hay. “A General Solution for Linear Decision Rules: An Optimal Dynamic Strategy Applicable under Uncertainty.” Econometrica, 43, .no 2, (Econometric Society: 1975), 231-260. https://www.jstor.org/stable/1913583
APA
Holt, C. C., & Hay, G. A. (1975). A General Solution for Linear Decision Rules: An Optimal Dynamic Strategy Applicable under Uncertainty. Econometrica, 43(2), 231-260. https://www.jstor.org/stable/1913583
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