Expected optimal feedback with Time-Varying Parameters
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- 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.
- Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2007. "Expected optimal feedback with Time-Varying Parameters," Department of Economics University of Siena 497, Department of Economics, University of Siena.
References listed on IDEAS
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- 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.
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- 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.
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- 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.
- Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2007. "The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations," Department of Economics University of Siena 507, Department of Economics, University of Siena.
- Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Post-Print hal-00732676, HAL.
More about this item
KeywordsOptimal experimentation; stochastic optimization; time-varying parameters; expected optimal feedback;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-07 (All new papers)
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