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Approximate Policy Optimization and Adaptive Control in Regression Models

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  • Jiarui Han
  • Tze Lai
  • Viktor Spivakovsky

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  • Jiarui Han & Tze Lai & Viktor Spivakovsky, 2006. "Approximate Policy Optimization and Adaptive Control in Regression Models," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 433-452, June.
    • Handle: RePEc:kap:compec:v:27:y:2006:i:4:p:433-452
    DOI: 10.1007/s10614-005-9007-1
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    References listed on IDEAS

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    1. Wieland, Volker, 2000. "Learning by doing and the value of optimal experimentation," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
    2. John Rust, 1997. "Using Randomization to Break the Curse of Dimensionality," Econometrica, Econometric Society, vol. 65(3), pages 487-516, May.
    3. Longstaff, Francis A & Schwartz, Eduardo S, 2001. "Valuing American Options by Simulation: A Simple Least-Squares Approach," University of California at Los Angeles, Anderson Graduate School of Management qt43n1k4jb, Anderson Graduate School of Management, UCLA.
    4. Easley, David & Kiefer, Nicholas M, 1989. "Optimal Learning with Endogenous Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(4), pages 963-978, November.
    5. Blume, Lawrence E. & Easley, David, 1984. "Rational expectations equilibrium: An alternative approach," Journal of Economic Theory, Elsevier, vol. 34(1), pages 116-129, October.
    6. Nicola Secomandi, 2001. "A Rollout Policy for the Vehicle Routing Problem with Stochastic Demands," Operations Research, INFORMS, vol. 49(5), pages 796-802, October.
    7. Prescott, Edward C, 1972. "The Multi-Period Control Problem Under Uncertainty," Econometrica, Econometric Society, vol. 40(6), pages 1043-1058, November.
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    Cited by:

    1. Bond, Craig A. & Iverson, Terrence, 2011. "Modeling Information in Environmental Decision-Making," Western Economics Forum, Western Agricultural Economics Association, vol. 10(2), pages 1-17.

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