{"entities":{"Q1175372":{"pageid":1186121,"ns":120,"title":"Item:Q1175372","lastrevid":67041672,"modified":"2026-04-12T14:31:06Z","type":"item","id":"Q1175372","labels":{"en":{"language":"en","value":"Nonconvexities in a stochastic control problem with learning"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 11528"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1175372$701FEF4F-68F1-4288-BBAF-8135D1482A9F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5c429b5042ae352ebbde3b3939fd0cd449a0d6c1","datavalue":{"value":{"text":"Nonconvexities in a stochastic control problem with learning","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1175372$E89875DA-1ACA-4066-B511-055DEB089012","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"77156c4e622b233d0fc4f51df92cfa868d8cb267","datavalue":{"value":"0754.90012","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1175372$D068F184-824C-4E65-87D3-08E2CE0ED8D0","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"f19bfb4dffa0993b45440b4b27cdf2bfc921e080","datavalue":{"value":"10.1016/0165-1889(91)90004-K","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1175372$E66A0838-CBA5-4C24-8C12-324EAB039908","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"03c58351df68ea55d577f960a5852a23daf26edb","datavalue":{"value":{"entity-type":"item","numeric-id":1175371,"id":"Q1175371"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1175372$3AEE20DB-485D-4AB2-A92C-636A2C4999D5","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d3f790682a6be4cc1f3210e15eebe1d6cc5ffbc2","datavalue":{"value":{"time":"+1992-06-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1175372$1CD348F2-4481-479C-9CAC-120C984A8A74","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"3fff0565ad4ed5b9ab7e9ec878527ba6ae3b8f86","datavalue":{"value":"The paper studies a class of discrete-time scalar linear-quadratic- Gaussian stochastic control problems where the coefficient terms in the state equation are unknown parameters with prescribed first and second moments. Such problems are known to be difficult in stochastic control (as far as the derivation of optimal controllers go), because of the dual (and sometimes triple) role of control. An optimal controller generally involves active learning, which brings in a tradeoff between probing and the cost of control activity. In the context of the specific example considered in this paper, the author shows that the probing component of the loss function has nonconvexities (which is one of the sources of difficulty), arising for primarily two reasons: (1) Failure of the precision matrix of the parameters to increase monotonically with the control variable; (2) Changes in the path of future state variables induced by modifying the certainty-equivalent control.   The paper ends with some simulation studies on an example previously studied by \\textit{E. C. McRae} [Ann. Econ. Social Meas. 1, 43-47 (1972)].","type":"string"},"datatype":"string"},"type":"statement","id":"Q1175372$5A324555-F34D-45DE-80C7-0AAB27DBCFB0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3d9efc5edd9940138bba54fd2dcb7e91029d8fcc","datavalue":{"value":"91B62","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1175372$6E96B393-B3B7-46DC-9FFC-58A8BF7B2B3A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"39a0025ac480893a6c3723330b06364463bbd01f","datavalue":{"value":"93C55","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1175372$EE41632A-DA89-4A3A-A8D6-E5C261948A60","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1175372$E5320CC5-E542-44E7-B31D-023AAE2B9E61","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1bb59de7fcdd5d6b8552c4c503cc18f7a99f438a","datavalue":{"value":"11528","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1175372$F0BA46AA-5985-42F0-90C0-34C805469346","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4b6fde9d2a4d14738861b0c34e087d4c639a5ae8","datavalue":{"value":"discrete-time scalar linear-quadratic-Gaussian stochastic control","type":"string"},"datatype":"string"},"type":"statement","id":"Q1175372$887DDFEB-65B2-48B2-A8FC-BC9E532FAACC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"05ca76faeb672415cff41bbc3ad8454e227be1fa","datavalue":{"value":"learning","type":"string"},"datatype":"string"},"type":"statement","id":"Q1175372$FF77756B-7E0D-41F2-953B-BA68C860DA54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f1dbfdbb82c0600f27b174fcbfbbe790f8f478fa","datavalue":{"value":"nonconvexities","type":"string"},"datatype":"string"},"type":"statement","id":"Q1175372$9558D516-9EB8-41A7-A0E4-27D70D5C5E38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f828563fee5a57e5f16da87a79378ac587cea3ac","datavalue":{"value":"simulation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1175372$E97EC21F-BABA-46C9-BFA1-95F6B71B77D8","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"58a9382c6361cc8ab59cfe46fa2caadc64a3db64","datavalue":{"value":{"entity-type":"item","numeric-id":184750,"id":"Q184750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1175372$15A2F2F6-FDF6-4EC7-A89C-64891F2ACA82","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1175372$424EDFFA-D64F-48A1-8648-4939BB4F0BCD","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0565e82e11be62111e5585669d9f9c28af66a440","datavalue":{"value":{"entity-type":"item","numeric-id":4096847,"id":"Q4096847"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1175372$443A1A28-C8FF-45E7-B6EC-3CB112528CFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c18e9d91e208b3602dd35b6b3ea2304daeff77e","datavalue":{"value":{"entity-type":"item","numeric-id":3936558,"id":"Q3936558"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1175372$096447AD-A2EB-448A-9FA4-7984C07090BA","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d90d7536a929fdae4b72ae1f9f8e0dbcc67a604e","datavalue":{"value":"https://doi.org/10.1016/0165-1889(91)90004-k","type":"string"},"datatype":"url"},"type":"statement","id":"Q1175372$5DD63937-7438-4A11-BE77-2831176C57F4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"741cd08bd10d8be222607728b0056f5f66e94b86","datavalue":{"value":"W1983783697","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1175372$265D875E-51F7-446F-9EDA-4B193EADFF1B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"61da792f8b5bb8113a6af5e8a75aa0e465faced3","datavalue":{"value":{"entity-type":"item","numeric-id":73630,"id":"Q73630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1175372$9D94F45C-6BAB-4E42-BDE3-7C88BA9AB67A","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"177142ff0e4816a4137f7fb90b1fb5cdb5119724","datavalue":{"value":{"entity-type":"item","numeric-id":4846708,"id":"Q4846708"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d17920b86cc5269906a627da4e5be95b14bca8d1","datavalue":{"value":{"amount":"+0.9355759","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$DB1858E4-4671-4A7C-A0FA-17138BADE13D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d1a05b55c2d8247d5e0ba1b31cb89e75e32d021d","datavalue":{"value":{"entity-type":"item","numeric-id":5688147,"id":"Q5688147"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3e2fb4376648f6fdfc7fa6f6801af58cc9b72a91","datavalue":{"value":{"amount":"+0.92956054","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$51117331-E73D-474D-82C5-C5D27638567B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"98e46170cc8206ca40f5bf8ae74f9fb4aa9a27ba","datavalue":{"value":{"entity-type":"item","numeric-id":3835390,"id":"Q3835390"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"92610d73bc5459ae219a0f625debd2eea988f384","datavalue":{"value":{"amount":"+0.9166246","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$13EB6196-DD22-4E56-9805-AD63DBFC9A78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"992fdfa801dd5d753b81b864d66acac7d52db323","datavalue":{"value":{"entity-type":"item","numeric-id":3680729,"id":"Q3680729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"79b2a5bcfd12905a0b227a434bdc8f0f9070902f","datavalue":{"value":{"amount":"+0.91224074","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$DD8EAAB2-AB9C-4265-8FA3-561D7CE816C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fbe1ad0598dc35e98c7bcc4280cdc7b259953a09","datavalue":{"value":{"entity-type":"item","numeric-id":3815238,"id":"Q3815238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"492087253f3ec650bcae3bedf9258e94477bca51","datavalue":{"value":{"amount":"+0.8968654","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$6CD7CC4B-4041-4411-A37B-99F0D39D9CCB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"13894a7c9a143afb101195a654b617d041672b23","datavalue":{"value":{"entity-type":"item","numeric-id":866005,"id":"Q866005"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3e55c5c210ed11099955949d6c19eee6a1881599","datavalue":{"value":{"amount":"+0.893699","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$FC662689-98D9-4FE5-9AB3-3FC8BD3E7F7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9a6b5d65db1b065129787a7110cbc1dd91f0a08b","datavalue":{"value":{"entity-type":"item","numeric-id":1898569,"id":"Q1898569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"964634a7ab5f1dac02410abbbe7b92a641ae9906","datavalue":{"value":{"amount":"+0.8902452","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$0C785ADD-D69F-4732-8C41-E656EF83AC3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f92982073d0e8a4ccfb4c52699d17a12c9334744","datavalue":{"value":{"entity-type":"item","numeric-id":5129266,"id":"Q5129266"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6d2f07c65595ccef8dd0ee6d9c53a9918d1fc048","datavalue":{"value":{"amount":"+0.8893505","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$DE0567EE-B78D-42A3-B241-FBFA02176306","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"99544c38867503291694f3be6aecd1c321b8c7e4","datavalue":{"value":{"entity-type":"item","numeric-id":5943514,"id":"Q5943514"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7a626b2ca277ccb0450e4985cf68718b8febe328","datavalue":{"value":{"amount":"+0.8877661","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$624A03A1-C4B1-4290-9767-0F6512B90BE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5cc452a35ec2b9a94181c6d9e9f667f5d1fc8a86","datavalue":{"value":{"entity-type":"item","numeric-id":5043060,"id":"Q5043060"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"91498173cfe135c48b1dfa382c7003824472897d","datavalue":{"value":{"amount":"+0.88772136","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1175372$0EEF8A7D-397E-496B-844D-0C71F76CE4A9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Nonconvexities in a stochastic control problem with learning","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Nonconvexities_in_a_stochastic_control_problem_with_learning"}}}}}