Periodic learning about a hidden state variable

DOI10.1016/0165-1889(93)90016-LMaRDI QIDQ690170zbMATH OpenFDO

Authors 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)

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Cites work

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• A Bayesian Approach to the Production of Information and Learning by Doing
• A value function arising in the economics of information
• Controlling a Stochastic Process with Unknown Parameters
• Duopoly signal jamming
• Equivalent Comparisons of Experiments
• Inflation Variability and Gradualist Monetary Policy
• Investment under Uncertainty, Irreversibility and the Arrival of Information Over Time
• Monopoly Experimentation
• Nonconvexities in a stochastic control problem with learning
• On the Differentiability of the Value Function in Dynamic Models of Economics
• On the Local Behavior of Markov Transition Probabilities
• Optimal Control of an Unknown Linear Process with Learning
• Optimal Learning by Experimentation
• Optimal Properties of Exponentially Weighted Forecasts
• Rational Expectations Equilibria, Learning, and Model Specification
• Strategic information manipulation in duopolies
• The Multi-Period Control Problem Under Uncertainty

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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