Learning underspecified models
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3539473 (Why is no real title available?)
- scientific article; zbMATH DE number 1043533 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- A Smooth Model of Decision Making under Ambiguity
- A framework for the analysis of self-confirming policies
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Berk-Nash Equilibrium: A Framework for Modeling Agents With Misspecified Models
- Classical subjective expected utility
- Competing Models
- Controlling a Stochastic Process with Unknown Parameters
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Dynamic concern for misspecification
- Finite automata play the repeated prisoner's dilemma
- Learning and model validation
- Learning and self-confirming long-run biases
- Learning in mis-specified models and the possibility of cycles
- Linear-quadratic approximation of optimal policy problems
- Maxmin expected utility with non-unique prior
- Optimal Auction Design
- Optimal Learning by Experimentation
- Pathwise concentration bounds for Bayesian beliefs
- Stochastic Approximation and Large Deviations: Upper Bounds and <scp>w.p.1</scp> Convergence
- The sample complexity of revenue maximization
- Understanding machine learning. From theory to algorithms
This page was built for publication: Learning underspecified models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6969807)
