Active learning. Monte Carlo results

DOI10.1016/0165-1889(94)90071-XzbMath0800.92007OpenAlexW2009966724MaRDI QIDQ1309837

Hans M. Amman, David A. Kendrick

Publication date: 11 December 1994

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

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90071-x

Mathematics Subject Classification ID

Biology and other natural sciences (92-XX)

Related Items (5)

Adaptive control in the presence of time-varying parameters ⋮ Decomposing risk in an exploitation-exploration problem with endogenous termination time ⋮ Stochastic control for economic models: past, present and the paths ahead ⋮ Learning and control in a changing economic environment. ⋮ Learning by doing and the value of optimal experimentation

Cites Work

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• Implementing stochastic control software on supercomputing machines
• Nonlinear control simulation on a vector machine
• Nonconvexities in a stochastic control problem with learning
• Adaptive stochastic control for a class of linear systems
• Controlling a Stochastic Process with Unknown Parameters
• Optimal Control of an Unknown Linear Process with Learning
• An Adaptive Learning Rule for Multiperiod Decision Problems
• Monopoly Experimentation
• The Multi-Period Control Problem Under Uncertainty

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