Comparison of policy functions from the optimal learning and adaptive control frameworks
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Publication:2355208
DOI10.1007/s10287-014-0215-9zbMath1328.90170OpenAlexW2063487355MaRDI QIDQ2355208
Hans M. Amman, David A. Kendrick
Publication date: 21 July 2015
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://pure.uva.nl/ws/files/2448632/155471_CMS.pdf
stochastic optimizationnumerical experimentstime-varying parametersactive learningdual controloptimal experimentation
Uses Software
Cites Work
- Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
- A value function arising in the economics of information
- Learning and control in a changing economic environment.
- Learning by doing and the value of optimal experimentation
- Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}
- Solving Ramsey Problems with Nonlinear Projection Methods
- The Multi-Period Control Problem Under Uncertainty
- Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model
- Nonconvexities in Stochastic Control Models
- The rational expectation hypothesis, time-varying parameters and adaptive control. A promising combination?
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