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

nonconvexityadaptive control problems

Mathematics Subject Classification ID

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

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(17)

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• 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
• Learning by doing and the value of optimal experimentation
• The parameter set in an adaptive control Monte Carlo experiment: some considerations
• Learning and control in a changing economic environment.
• On the applicability conditions for the algorithms of adaptive control in nonconvex problems
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• Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}
• Decoupling non-sequential stochastic control problems
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