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

DOI10.1016/J.JEDC.2007.03.009MaRDI QIDQ844688zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

perturbation methodoptimal experimentation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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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}

Describes a project that uses

Uses Software

• Duali

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