Solving stochastic optimization models with learning and rational expectations

DOI10.1016/0165-1765(95)98449-YzbMath0900.90119OpenAlexW1966815274MaRDI QIDQ673397

Sudhakar Achath, Hans M. Amman, David A. Kendrick

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)98449-y

zbMATH Keywords

LearningStochastic controlRational expectationsForward variablessingle-agent stochastic dynamic optimization

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (5)

Forward-looking variables in deterministic control ⋮ Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply ⋮ Computing the steady state of linear quadratic optimization models with rational expectations ⋮ Open loop time consistency for linear rational expectations models ⋮ Solution and control of linear rational expectations models with structural effects from future instruments

Cites Work

• A note on computing competitive equilibria in linear models
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• The Solution of Linear Difference Models under Rational Expectations
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