Escape dynamics: A continuous-time approximation
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DOI: 10.1016/j.jedc.2013.10.006
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- Dmitri Kolyuzhnov & Anna Bogomolova & Sergey Slobodyan, 2006. "Escape Dynamics: A Continuous—Time Approximation," CERGE-EI Working Papers wp285, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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Citations
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Cited by:
- Sergey Slobodyan & Anna Bogomolova, & Dmitri Kolyuzhnov, 2006.
"Stochastic Gradient versus Recursive Least Squares Learning,"
CERGE-EI Working Papers
wp309, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Sergey Slobodyan & Anna Bogomolova & Dmitri Kolyuzhnov, 2006. "Stochastic Gradient versus Recursive Least Squares Learning," Computing in Economics and Finance 2006 446, Society for Computational Economics.
- Cho, In-Koo & Kasa, Kenneth, 2014.
"An escape time interpretation of robust control,"
Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 1-12.
- In-Koo Cho & Kenneth Kasa, 2013. "An Escape Time Interpretation of Robust Control," Discussion Papers dp13-07, Department of Economics, Simon Fraser University.
- Batlome Janjgava, 2013. "Free Entry and Social Efficiency under Unknown Demand Parameters," CERGE-EI Working Papers wp495, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Kolyuzhnov, Dmitri & Bogomolova, Anna & Slobodyan, Sergey, 2014.
"Escape dynamics: A continuous-time approximation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 161-183.
- Dmitri Kolyuzhnov & Anna Bogomolova & Sergey Slobodyan, 2006. "Escape Dynamics: A Continuous—Time Approximation," CERGE-EI Working Papers wp285, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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More about this item
Keywords
Constant gain adaptive learning; Escape dynamics; Recursive least squares; Large deviations theory;All these keywords.
JEL classification:
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
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