Generalized maximum entropy estimation of dynamic programming models with sample selection bias

DOI10.1007/BF03354610MaRDI QIDQ1424658zbMATH OpenOpenAlexFDO

Authors Rosa Bernardini Papalia

Publication date 16 March 2004

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03354610

zbMATH Keywords

Lagrange multipliersMarkov decision processtransition probability

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Review text

The author considers a class of censored Markov decision processes with decision variable censored at zero. The Lagrange multipliers technique is used to incorporate the restrictions. Maximum entropy principle is used in the selection of transition probabilities.

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• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• scientific article; zbMATH DE number 1082203 (Why is no real title available?)
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Cited in

(1)

• Estimating a random-coefficients sample-selection model using generalized maximum entropy

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