Stochastic Policy Design in a Learning Environment with Rational Expectations
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DOI: 10.1023/A:1004620021587
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- David Kendrick & Hans Amman, 2006.
"A Classification System for Economic Stochastic Control Models,"
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- Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.
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- D. Blueschke & V. Blueschke-Nikolaeva & R. Neck, 2013. "Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 107-118, June.
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Keywords
macroeconomics; learning; rational expectations; stochastic optimization;All these keywords.
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