Optimal Control of an Unknown Linear Process with Learning
From MaRDI portal
Publication:3832444
DOI10.2307/2526776zbMath0676.93076OpenAlexW2099718073MaRDI QIDQ3832444
Yaw Nyarko, Nicholas M. Kiefer
Publication date: 1989
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c9f2399067e911b9d96f5a7753c3bfdda9573039
Related Items (21)
On learning and growth ⋮ Bayesian economists \dots Bayesian agents. An alternative approach to optimal learning ⋮ On the generic nonconvergence of Bayesian actions and beliefs ⋮ On the convexity of the value function in Bayesian optimal control problems ⋮ Experimentation with accumulation ⋮ Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem ⋮ Optimal learning with costly adjustment ⋮ The stability of macroeconomic systems with Bayesian learners ⋮ Managing disinflation under uncertainty ⋮ On the convergence of Bayesian posterior processes in linear economic models. Counting equations and unknowns ⋮ Learning in mis-specified models and the possibility of cycles ⋮ Stochastic control for economic models: past, present and the paths ahead ⋮ Periodic learning about a hidden state variable ⋮ CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY ⋮ On the potential use of adaptive control methods for improving adaptive natural resource management ⋮ Optimal growth and uncertainty: Learning ⋮ Active learning. Monte Carlo results ⋮ Learning and control in a changing economic environment. ⋮ Learning by doing and the value of optimal experimentation ⋮ Another look at the Radner--Stiglitz nonconcavity in the value of information. ⋮ Convergence of Bayesian learning to general equilibrium in mis-specified models.
This page was built for publication: Optimal Control of an Unknown Linear Process with Learning
