Stochastic equilibrium: Learning by exponential smoothing

DOI10.1016/S0165-1889(02)00081-7zbMath1178.91099MaRDI QIDQ951386

Leopold Sögner, Klaus Pötzelberger

Publication date: 24 October 2008

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

zbMATH Keywords

learning; bounded rationality; stochastic dynamical systems

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

93E35: Stochastic learning and adaptive control

37N40: Dynamical systems in optimization and economics

91B51: Dynamic stochastic general equilibrium theory

Related Items

Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends, Error learning behaviour and stability revisited, Restricted perception equilibria and rational expectation equilibrium

Cites Work

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