Periodic learning about a hidden state variable

DOI10.1016/0165-1889(93)90016-LzbMATH Open0784.90014MaRDI QIDQ690170FDOQ690170

Ronald J. Balvers, Thomas F. Cosimano

Publication date: 21 March 1994

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

zbMATH Keywords

active learning

Mathematics Subject Classification ID

Decision theory (91B06) Economic growth models (91B62)

Cites Work

• Equivalent Comparisons of Experiments
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• Rational Expectations Equilibria, Learning, and Model Specification
• Optimal Properties of Exponentially Weighted Forecasts
• Nonconvexities in a stochastic control problem with learning
• Inflation Variability and Gradualist Monetary Policy
• Investment under Uncertainty, Irreversibility and the Arrival of Information Over Time
• Strategic information manipulation in duopolies
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• A value function arising in the economics of information
• Duopoly signal jamming
• On the Local Behavior of Markov Transition Probabilities

Cited In (4)

• Linear learning in changing environments
• Learning by doing and the value of optimal experimentation
• Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
• Learning about variable demand in the long run

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