Adaptive control in the presence of time-varying parameters

DOI10.1016/S0165-1889(97)00062-6zbMath0897.90051MaRDI QIDQ1390899

Marco P. Tucci

Publication date: 22 July 1998

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

stochastic controlrational expectationstime-varying parameters

Mathematics Subject Classification ID

Application models in control theory (93C95) Economic growth models (91B62) Optimal stochastic control (93E20)

Related Items (8)

A classification system for economic stochastic control models ⋮ Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters ⋮ The parameter set in an adaptive control Monte Carlo experiment: some considerations ⋮ Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC} ⋮ Mitigation of the Lucas critique with stochastic control methods ⋮ Stochastic control for economic models: past, present and the paths ahead ⋮ MONETARY POLICY RULES UNDER UNCERTAINTY: EMPIRICAL EVIDENCE, ADAPTIVE LEARNING, AND ROBUST CONTROL ⋮ Learning by doing and the value of optimal experimentation

Cites Work

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• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Active learning. Monte Carlo results
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• The rational expectation hypothesis, time-varying parameters and adaptive control. A promising combination?

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