Nonparametric adaptive learning with feedback

DOI10.1006/jeth.1998.2432zbMath0910.90002OpenAlexW2092612469MaRDI QIDQ1270759

Xiaohong Chen, Halbert White

Publication date: 3 November 1998

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/11774f94018a95c849930b395d8913311e591fa1

zbMATH Keywords

learningNash equilibriumrational expectations equilibriumincorrect belief equilibria

Mathematics Subject Classification ID

Decision theory (91B06) General equilibrium theory (91B50) Memory and learning in psychology (91E40)

Related Items

Learning in linear models with expectational leads, Stochastic fictitious play with continuous action sets, Application of kernel-based stochastic gradient algorithms to option pricing, Causal discourse in a game of incomplete information, A recursive online algorithm for the estimation of time-varying ARCH parameters, Learning to predict rationally when beliefs are heterogeneous, Properties of equilibrium asset prices under alternative learning schemes, Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space, Structural Adaptive Smoothing Procedures

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Abstract stochastic approximations and applications
• Stochastic approximation methods for constrained and unconstrained systems
• Learning mixed equilibria
• An iterative method of solving a game
• Learning to Believe in Sunspots
• Learning Procedures and Convergence to Rationality
• Rational Expectations Equilibria, Learning, and Model Specification
• On h–valued stochastic approximation: finite dimenstional projections
• Convergence analysis of parametric identification methods
• Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
• Adaptive Dynamics in Coordination Games
• Local Convergence of Recursive Learning to Steady States and Cycles in Stochastic Nonlinear Models
• A Stochastic Approximation Method