Structural estimation of markov decision processes in high-dimensional state space with finite-time guarantees
Siliang Zeng, Mingyi Hong, Alfredo Garcia
| Year of publication: |
2025
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|---|---|
| Authors: | Zeng, Siliang ; Hong, Mingyi ; García, Alfredo |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 73.2025, 2, p. 720-737
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| Subject: | Machine Learning and Data Science | dynamic discrete choice model | inverse reinforcement learning | Künstliche Intelligenz | Artificial intelligence | Diskrete Entscheidung | Discrete choice | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Dynamische Wirtschaftstheorie | Economic dynamics | Mathematische Optimierung | Mathematical programming | Lernprozess | Learning process | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.0511 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015445421