Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
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Citations
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Cited by:
- 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.
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- Hans Amman & David Kendrick, 2014.
"Comparison of policy functions from the optimal learning and adaptive control frameworks,"
Computational Management Science,
Springer, vol. 11(3), pages 221-235, July.
- D.A. Kendrick & H.M. Amman, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers 08-19, Utrecht School of Economics.
- H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.
- Thierry Bréchet & Natali Hritonenko & Yuri Yatsenko, 2013.
"Adaptation and Mitigation in Long-term Climate Policy,"
Environmental & Resource Economics,
Springer;European Association of Environmental and Resource Economists, vol. 55(2), pages 217-243, June.
- BRECHET, Thierry & HRITONENKO, Natali & YATSENKO, Yuri, 2013. "Adaptation and mitigation in long-term climate policy," CORE Discussion Papers RP 2479, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dia, Enzo, 2013. "How do banks respond to shocks? A dynamic model of deposit-taking institutions," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3623-3638.
- repec:wly:econjl:v:127:y:2017:i:604:p:2216-2239 is not listed on IDEAS
- In Chang Hwang, 2016. "Active learning and optimal climate policy," EcoMod2016 9611, EcoMod.
- Ivan Savin & Dmitri Blueschke, 2016. "Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 317-338, August.
- Tim Willems, 2017.
"Actively Learning by Pricing: A Model of an Experimenting Seller,"
Economic Journal,
Royal Economic Society, vol. 127(604), pages 2216-2239, September.
- Tim Willems, 2013. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economics Series Working Papers 687, University of Oxford, Department of Economics.
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