Adaptive control in the presence of time-varying parameters

DOI10.1016/S0165-1889(97)00062-6MaRDI QIDQ1390899zbMATH OpenFDO

Authors Marco P. Tucci

Publication date 22 July 1998

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1889(97)00062-6

zbMATH Keywords

rational expectationsstochastic controltime-varying parameters

Mathematics Subject Classification ID

Economic growth models (91B62) Application models in control theory (93C95) Optimal stochastic control (93E20)

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• Active learning. Monte Carlo results
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• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• The rational expectation hypothesis, time-varying parameters and adaptive control. A promising combination?

Cited in

(14)

• Adaptive control of econometric models with unknown parameters
• An adaptive control method for time-varying systems
• Learning by doing and the value of optimal experimentation
• An adaptive optimal controller wherein the order of an observer and the time of extrapolation are both variable
• Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}
• MONETARY POLICY RULES UNDER UNCERTAINTY: EMPIRICAL EVIDENCE, ADAPTIVE LEARNING, AND ROBUST CONTROL
• Adaptive control based on special compensation methods for time-varying systems subject to bounded disturbances
• The rational expectation hypothesis, time-varying parameters and adaptive control. A promising combination?
• The parameter set in an adaptive control Monte Carlo experiment: some considerations
• Adaptive Control of Time-Varying Parameter Systems With Asymptotic Tracking
• A classification system for economic stochastic control models
• Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters
• Mitigation of the Lucas critique with stochastic control methods
• Stochastic control for economic models: past, present and the paths ahead

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