Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
From MaRDI portal
Publication:844688
DOI10.1016/j.jedc.2007.03.009zbMath1181.93089OpenAlexW1996077305MaRDI QIDQ844688
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.03.009
Related Items (3)
The parameter set in an adaptive control Monte Carlo experiment: some considerations ⋮ Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC} ⋮ Comparison of policy functions from the optimal learning and adaptive control frameworks
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Periodic learning about a hidden state variable
- Stochastic control for economic models: past, present and the paths ahead
- Local robustness analysis: theory and application
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- A note on computing competitive equilibria in linear models
- Learning and control in a changing economic environment.
- Learning by doing and the value of optimal experimentation
- Analytic solving of asset pricing models: the by force of habit case
- Controlling a Stochastic Process with Unknown Parameters
- Optimal Control of an Unknown Linear Process with Learning
- An Adaptive Learning Rule for Multiperiod Decision Problems
- SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
- Optimal Experimentation in a Changing Environment
- The Ignorant Monopolist: Optimal Learning with Endogenous Information
- Inflation Variability and Gradualist Monetary Policy
- The Multi-Period Control Problem Under Uncertainty
- Strategic Experimentation
- The Optimal Level of Experimentation
- Competition when Consumers have Switching Costs: An Overview with Applications to Industrial Organization, Macroeconomics, and International Trade
- Recursive Models of Dynamic Linear Economies
- Optimal Learning by Experimentation
- Smooth dynamics and computation in models of economic growth
This page was built for publication: Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem