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Nonconvexities in a stochastic control problem with learning

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  • Mizrach, Bruce

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  • Mizrach, Bruce, 1991. "Nonconvexities in a stochastic control problem with learning," Journal of Economic Dynamics and Control, Elsevier, vol. 15(3), pages 515-538, July.
  • Handle: RePEc:eee:dyncon:v:15:y:1991:i:3:p:515-538
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    Cited by:

    1. repec:use:tkiwps:2020 is not listed on IDEAS
    2. Wieland, Volker, 2000. "Learning by doing and the value of optimal experimentation," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
    3. Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1531-1549, September.
    4. Wieland, Volker, 2000. "Monetary policy, parameter uncertainty and optimal learning," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 199-228, August.
    5. Volker Wieland, "undated". "Monetary Policy and Uncertainty about the Natural Unemployment Rate," Computing in Economics and Finance 1997 11, Society for Computational Economics.
    6. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 453-481, June.
    7. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    8. V. Blueschke-Nikolaeva & D. Blueschke & R. Neck, 2020. "OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 145-162, June.
    9. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1359-1377, August.
    10. Tucci, Marco P., 2002. "A note on global optimization in adaptive control, econometrics and macroeconomics," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1739-1764, August.
    11. Marco Tucci, 2006. "Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 533-558, June.
    12. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
    13. Bond, Craig A., 2008. "On the Potential Use of Adaptive Control Methods for Improving Adaptive Natural Resource Management," Working Papers 108721, Colorado State University, Department of Agricultural and Resource Economics.

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