The parameter set in an adaptive control Monte Carlo experiment: some considerations

DOI10.1016/j.jedc.2010.06.014zbMath1231.91367MaRDI QIDQ602847

David A. Kendrick, Marco P. Tucci, Hans M. Amman

Publication date: 5 November 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.06.014

zbMATH Keywords

stochastic optimization; numerical experiments; time-varying parameters; active learning; dual control; optimal experimentation

Mathematics Subject Classification ID

65C05: Monte Carlo methods

93B52: Feedback control

91B70: Stochastic models in economics

93E20: Optimal stochastic control

Related Items

Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}

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