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International Journal of High Performance Computing Applications
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Parallel Processing for Large-Scale Nonlinear Control Experiments in Economics

Hans M. Amman

DEPARTMENT OF MACROECONOMICS UNIVERSITY OF AMSTERDAM AMSTERDAM, THE NETHERLANDS

David A. Kendrick

DEPARTMENT OF ECONOMICS UNIVERSITY OF TEXAS AT AUSTIN AUSTIN, TEXAS 78712

In general, the econometric models relevant for pur poses of evaluating economic policy contain a large number of nonlinear equations. Therefore, in applying optimal control techniques, computational difficulties are encountered. This paper presents the most common al gorithm for computing nonlinear control problems and investigates the degree to which vector processing and parallel processing can facilitate optimal control experiments.

International Journal of High Performance Computing Applications, Vol. 5, No. 1, 90-95 (1991)
DOI: 10.1177/109434209100500106
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