A generalization of the parameterized expectations algorithm

DOI10.1016/J.ECONLET.2025.112790MaRDI QIDQ6845719zbMATH OpenFDO

Authors Julien Pascal

Publication date 12 March 2026

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112790

zbMATH Keywords

dynamic programmingMonte Carlo methodsneural networkspea

Mathematics Subject Classification ID

Applications to the sciences (65Z05) Dynamic programming (90C39) Mathematical economics (91B99)

Cites work

• Algorithms for solving dynamic models with occasionally binding constraints
• Applications of randomized low discrepancy sequences to the valuation of complex securities
• Artificial neural networks to solve dynamic programming problems: a bias-corrected Monte Carlo operator
• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• scientific article; zbMATH DE number 1103058 (Why is no real title available?)
• Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
• Reinforcement learning. An introduction

This page was built for publication: A generalization of the parameterized expectations algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6845719)