IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Controlling a Stochastic Process with Unknown Parameters"

by Easley, David & Kiefer, Nicholas M

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2007. "Optimal Growth and Uncertainty: Learning," Cahiers de recherche 07-05, HEC Montréal, Institut d'économie appliquée, revised Feb 2008.
  2. Arthur Fishman & Rafael Rob, "undated". "Experimentation and Competition," Penn CARESS Working Papers b530e9a0ad08e45aeff62efaf, Penn Economics Department.
  3. Tesfaselassie, Mewael F. & Schaling, Eric, 2008. "Managing disinflation under uncertainty," Kiel Working Papers 1429, Kiel Institute for the World Economy (IfW).
  4. Shah, Sudhir A., 1995. "Bayesian learning behaviour and the stability of equilibrium forecasts," Journal of Mathematical Economics, Elsevier, vol. 24(5), pages 461-495.
  5. Cunha-e-Sa, Maria A. & Santos, Vasco, 2008. "Experimentation with accumulation," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 470-496, February.
  6. Camargo, Braz, 2014. "Learning in society," Games and Economic Behavior, Elsevier, vol. 87(C), pages 381-396.
  7. Bertocchi, Graziella & Spagat, Michael, 1997. "Structural uncertainty and subsidy removal for economies in transition," European Economic Review, Elsevier, vol. 41(9), pages 1709-1733, December.
  8. Pablo F Beker & Emilio Espino, 2007. "The Dynamics of Efficient Asset Trading with Heterogeneous Beliefs," Levine's Bibliography 122247000000001715, UCLA Department of Economics.
  9. Rustichini, Aldo & Wolinsky, Asher, 1995. "Learning about variable demand in the long run," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1283-1292.
  10. Vettas, Nikolaos, 1997. "Entry and exit under demand uncertainty," Economics Letters, Elsevier, vol. 57(2), pages 227-234, December.
  11. Nyarko, Yaw & Olson, Lars J., 1996. "Optimal growth with unobservable resources and learning," Journal of Economic Behavior & Organization, Elsevier, vol. 29(3), pages 465-491, May.
  12. Bergemann, Dirk & Valimaki, Juuso, 2002. "Entry and Vertical Differentiation," Journal of Economic Theory, Elsevier, vol. 106(1), pages 91-125, September.
  13. Kasa, Kenneth, 1999. "Will the Fed Ever Learn?," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 279-292, April.
  14. Bernardo, Antonio E. & Chowdhry, Bhagwan, 2002. "Resources, real options, and corporate strategy," Journal of Financial Economics, Elsevier, vol. 63(2), pages 211-234, February.
  15. J. Tetlow, Robert & von zur Muehlen, Peter, 2001. "Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 911-949, June.
  16. Araujo, Luis & Camargo, Braz, 2006. "Information, learning, and the stability of fiat money," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1571-1591, October.
  17. 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.
  18. Brock, William A., 2000. "Whither nonlinear?," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 663-678, June.
  19. 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.
  20. Camargo, Braz, 2007. "Good news and bad news in two-armed bandits," Journal of Economic Theory, Elsevier, vol. 135(1), pages 558-566, July.
  21. Volker W. Wieland, 1999. "Monetary policy, parameter uncertainty and optimal learning," Finance and Economics Discussion Series 1999-48, Board of Governors of the Federal Reserve System (U.S.).
  22. Aleksander Berentsen & Esther Bruegger & Simon Loertscher, 2008. "Learning, public good provision, and the information trap," IEW - Working Papers 371, Institute for Empirical Research in Economics - University of Zurich.
  23. 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.
  24. Mason, Robin & Välimäki, Juuso, 2011. "Learning about the arrival of sales," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1699-1711, July.
  25. Krahmer, Daniel, 2007. "Equilibrium learning in simple contests," Games and Economic Behavior, Elsevier, vol. 59(1), pages 105-131, April.
  26. Klimenko, Mikhail M., 2004. "Industrial targeting, experimentation and long-run specialization," Journal of Development Economics, Elsevier, vol. 73(1), pages 75-105, February.
  27. 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.
  28. Chade, Hector & Schlee, Edward, 2002. "Another Look at the Radner-Stiglitz Nonconcavity in the Value of Information," Journal of Economic Theory, Elsevier, vol. 107(2), pages 421-452, December.
  29. Schinkel, Maarten Pieter & Tuinstra, Jan & Vermeulen, Dries, 2002. "Convergence of Bayesian learning to general equilibrium in mis-specified models," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 483-508, December.
  30. Spagat, M., 1995. "Leaving some stones unturned: A reassessment of iterative planning theory," Journal of Public Economics, Elsevier, vol. 58(1), pages 85-105, September.
  31. Vives, Xavier, 1997. "Learning from Others: A Welfare Analysis," Games and Economic Behavior, Elsevier, vol. 20(2), pages 177-200, August.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.