Nonconvexities in a stochastic control problem with learning

DOI10.1016/0165-1889(91)90004-KzbMath0754.90012OpenAlexW1983783697MaRDI QIDQ1175372

Bruce Mizrach

Publication date: 25 June 1992

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(91)90004-k

zbMATH Keywords

simulationlearningnonconvexitiesdiscrete-time scalar linear-quadratic-Gaussian stochastic control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Economic growth models (91B62) Optimal stochastic control (93E20)

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Cites Work

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