Stochastic equilibrium: Learning by exponential smoothing

DOI10.1016/S0165-1889(02)00081-7zbMath1178.91099OpenAlexW2157412733MaRDI QIDQ951386

Leopold Sögner, Klaus Pötzelberger

Publication date: 24 October 2008

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

Full work available at URL: https://doi.org/10.1016/s0165-1889(02)00081-7

zbMATH Keywords

learningbounded rationalitystochastic dynamical systems

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Stochastic learning and adaptive control (93E35) Dynamical systems in optimization and economics (37N40) Dynamic stochastic general equilibrium theory (91B51)

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