Feedback approximation of the stochastic growth model by genetic neural networks

DOI10.1007/S10614-006-9024-8zbMATH Open1154.91568OpenAlexW2014920738MaRDI QIDQ853580FDOQ853580

M. Nedim Alemdar, Sibel Sirakaya, Stephen J. Turnovsky

Publication date: 17 November 2006

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/23801

Recommendations

• Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
• Genetic neural networks to approximate feedback Nash equilibria in dynamic games
• A distributed parallel genetic algorithm for solving optimal growth models
• Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
• Stochastic Neural Networks With Applications to Nonlinear Time Series

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Economic growth models (91B62) Stochastic models in economics (91B70)

Cites Work

• Title not available (Why is that?)
• Multilayer feedforward networks are universal approximators
• Time Series Tests of Endogenous Growth Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Projection methods for solving aggregate growth models
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• Learning the optimum as a Nash equilibrium
• Accuracy in Simulations
• Algorithms for solving dynamic models with occasionally binding constraints
• A genetic game of trade, growth and externalities
• Genetic neural networks to approximate feedback Nash equilibria in dynamic games
• Title not available (Why is that?)
• Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm

Cited In (3)

• Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
• Genetic neural networks to approximate feedback Nash equilibria in dynamic games
• A distributed parallel genetic algorithm for solving optimal growth models

Uses Software

• CompEcon

This page was built for publication: Feedback approximation of the stochastic growth model by genetic neural networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q853580)