Expected optimal feedback with time-varying parameters
Year of publication: |
2013
|
---|---|
Authors: | Tucci, Marco Paolo ; Kendrick, David A. ; Amman, Hans M. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 42.2013, 3, p. 351-371
|
Subject: | Optimal experimentation | Stochastic optimization | Time-varying parameters | Expected optimal feedback | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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