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Linear Decision with Experimentation

In: Annals of Economic and Social Measurement, Volume 1, number 4

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  • Elizabeth Chase MacRae

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Suggested Citation

  • Elizabeth Chase MacRae, 1972. "Linear Decision with Experimentation," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 1, number 4, pages 437-447 National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:9446
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    References listed on IDEAS

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    1. Elizabeth Chase MacRae, 1971. "Matrix derivatives with an application to the analysis of covariance structures," Special Studies Papers 20, Board of Governors of the Federal Reserve System (U.S.).
    2. Elizabeth Chase MacRae, 1972. "Optimal estimation and control: a structural approximation," Special Studies Papers 27, Board of Governors of the Federal Reserve System (U.S.).
    3. Charles C. Holt & Franco Modigliani & John F. Muth, 1956. "Derivation of a Linear Decision Rule for Production and Employment," Management Science, INFORMS, vol. 2(2), pages 159-177, January.
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    Citations

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    Cited by:

    1. Chee-Yee Chong & David Cheng & David Cheng, 1975. "Multistage Pricing under Uncertain Demand," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 4, number 2, pages 311-323 National Bureau of Economic Research, Inc.
    2. repec:use:tkiwps:2020 is not listed on IDEAS
    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. Tucci, Marco P., 1997. "Adaptive control in the presence of time-varying parameters," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 39-47, November.
    5. 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.
    6. van Wijnbergen, Sweder & Willems, Tim, 2015. "Optimal learning on climate change: Why climate skeptics should reduce emissions," Journal of Environmental Economics and Management, Elsevier, vol. 70(C), pages 17-33.
    7. Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1857-1894, June.
    8. David Kendrick, 1976. "Applications of Control Theory to Macroeconomics," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 171-190 National Bureau of Economic Research, Inc.
    9. 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.
    10. Marco Tucci & David Kendrick & Hans Amman, 2013. "Expected Optimal Feedback with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 351-371, October.
    11. 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.
    12. Alfred L. Norman, 1976. "First Order Dual Control," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 5, number 3, pages 311-321 National Bureau of Economic Research, Inc.
    13. repec:wly:econjl:v:127:y:2017:i:604:p:2216-2239 is not listed on IDEAS
    14. In Chang Hwang, 2016. "Active learning and optimal climate policy," EcoMod2016 9611, EcoMod.
    15. Yaakov Bar-Shalom & Edison Tse, 1976. "Caution, Probing, and the Value of Information in the Control of Uncertain Systems," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 5, number 3, pages 323-337 National Bureau of Economic Research, Inc.
    16. 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.
    17. 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.
    18. 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.
    19. 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.

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