Pages that link to "Item:Q4846708"
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The following pages link to Nonconvexities in Stochastic Control Models (Q4846708):
Displaying 18 items.
- The parameter set in an adaptive control Monte Carlo experiment: some considerations (Q602847) (← links)
- Numerical solutions of the algebraic matrix Riccati equation (Q673254) (← links)
- Decoupling non-sequential stochastic control problems (Q810472) (← links)
- Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters (Q853649) (← links)
- Stochastic control for economic models: past, present and the paths ahead (Q953733) (← links)
- Nonconvexities in a stochastic control problem with learning (Q1175372) (← links)
- The nonconvexities problem in adaptive control models: A simple computational solution (Q1272685) (← links)
- Learning and control in a changing economic environment. (Q1605197) (← links)
- A note on global optimization in adaptive control, econometrics and macroeconomics. (Q1605221) (← links)
- Learning by doing and the value of optimal experimentation (Q1606181) (← links)
- On the applicability conditions for the algorithms of adaptive control in nonconvex problems (Q1778596) (← links)
- Comparison of policy functions from the optimal learning and adaptive control frameworks (Q2355208) (← links)
- Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC} (Q2440760) (← links)
- Non-robustness with Respect to Intervention Costs in Optimal Control (Q3158140) (← links)
- (Q3220301) (← links)
- Numerical solution of Riccati equation using operational matrix method with Chebyshev polynomials (Q3449957) (← links)
- Probability Density Function of a Non-profit Fund Surplus Under Hysteresis Surplus Control (Q3463570) (← links)
- (Q3815238) (← links)
