Nonconvexities in Stochastic Control Models

DOI10.2307/2527206MaRDI QIDQ4846708zbMATH OpenOpenAlexFDO

Authors Hans M. Amman, David A. Kendrick

Publication date 15 April 1996

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2527206

zbMATH Keywords

adaptive control problemsnonconvexity

Mathematics Subject Classification ID

Economic growth models (91B62) Optimal stochastic control (93E20)

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(19)

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• The nonconvexities problem in adaptive control models: A simple computational solution
• Learning and control in a changing economic environment.
• A note on global optimization in adaptive control, econometrics and macroeconomics.
• Learning by doing and the value of optimal experimentation
• On the applicability conditions for the algorithms of adaptive control in nonconvex problems
• Comparison of policy functions from the optimal learning and adaptive control frameworks
• Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}
• Non-robustness with Respect to Intervention Costs in Optimal Control
• scientific article; zbMATH DE number 3885605 (Why is no real title available?)
• Numerical solution of Riccati equation using operational matrix method with Chebyshev polynomials
• Probability Density Function of a Non-profit Fund Surplus Under Hysteresis Surplus Control
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• The parameter set in an adaptive control Monte Carlo experiment: some considerations
• Numerical solutions of the algebraic matrix Riccati equation
• Decoupling non-sequential stochastic control problems
• Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters
• Stochastic control for economic models: past, present and the paths ahead

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