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)

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)

Recommendations

• The rational expectation hypothesis, time-varying parameters and adaptive control. A promising combination?
• Adaptive control of econometric models with unknown parameters
• scientific article; zbMATH DE number 5635126
• scientific article; zbMATH DE number 1790588

Cites work

• scientific article; zbMATH DE number 3752669 (Why is no real title available?)
• scientific article; zbMATH DE number 3761259 (Why is no real title available?)
• Active learning. Monte Carlo results
• 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 based on special compensation methods for time-varying systems subject to bounded disturbances
• An adaptive optimal controller wherein the order of an observer and the time of extrapolation are both variable
• Adaptive control of econometric models with unknown parameters
• MONETARY POLICY RULES UNDER UNCERTAINTY: EMPIRICAL EVIDENCE, ADAPTIVE LEARNING, AND ROBUST CONTROL
• 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
• Adaptive Control of Time-Varying Parameter Systems With Asymptotic Tracking
• Learning by doing and the value of optimal experimentation
• The parameter set in an adaptive control Monte Carlo experiment: some considerations
• A classification system for economic stochastic control models
• The rational expectation hypothesis, time-varying parameters and adaptive control. A promising combination?
• An adaptive control method for time-varying systems
• Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}

This page was built for publication: Adaptive control in the presence of time-varying parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1390899)