An Adaptive Learning Rule for Multiperiod Decision Problems

DOI10.2307/1911332MaRDI QIDQ4088522zbMATH OpenOpenAlexFDO

Authors Elizabeth Chase MacRae

Publication date 1975

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911332

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06)

Cited in

(15)

• Recursive estimation of simultaneous equation models
• Active learning. Monte Carlo results
• On the complexity of linear quadratic control
• Stochastic optimum control of macroeconometric models using the algorithm OPTCON
• On the control of structural models
• Stochastic control for economic models: past, present and the paths ahead
• Optimal budgetary and monetary policies under uncertainty: A stochastic control approach
• The parameter set in an adaptive control Monte Carlo experiment: some considerations
• Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
• A classification system for economic stochastic control models
• Method of stochastic optimal control by bayesian filtering techniques
• Computational aspects in applied stochastic control
• OPTCON: An algorithm for the optimal control of nonlinear stochastic models
• Sequential control of a monetary policy model for India
• Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}

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