Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem

DOI10.1016/J.JEDC.2007.03.009zbMATH Open1181.93089OpenAlexW1996077305MaRDI QIDQ844688FDOQ844688

Authors: Thomas F. Cosimano 

Publication date: 19 January 2010

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.03.009

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zbMATH Keywords

perturbation methodoptimal experimentation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

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Cited In (3)

• Comparison of policy functions from the optimal learning and adaptive control frameworks
• The parameter set in an adaptive control Monte Carlo experiment: some considerations
• Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}

Uses Software

• Duali

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