Optimal Learning with Endogenous Data

DOI10.2307/2526761zbMATH Open0684.62016OpenAlexW2070896694MaRDI QIDQ4734603FDOQ4734603

Authors: Nicholas M. Kiefer, David A. Easley 

Publication date: 1989

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526761

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zbMATH Keywords

control problemlearning problemsaccumulation of informationdiscontinuous transition functionsexpected current reward

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (7)

• On learning and growth
• Approximate policy optimization and adaptive control in regression models
• Optimal growth and uncertainty: Learning
• Stability of functional rational expectations equilibria
• Incomplete Learning from Endogenous Data in Dynamic Allocation
• On the generic nonconvergence of Bayesian actions and beliefs
• Periodic learning about a hidden state variable

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