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Year of publication
Subject
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Optimal experimentation 3 Expected optimal feedback 2 Stochastic optimization 2 Time-varying parameters 2 Dynamic programming 1 Dynamische Optimierung 1 Mathematical programming 1 Mathematische Optimierung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 expected optimal feedback 1 stochastic optimization 1 time-varying parameters 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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English 2 Undetermined 1
Author
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Amman, Hans M. 2 Kendrick, David A. 2 Amman, Hans 1 Kendrick, David 1 Tucci, Marco 1 Tucci, Marco P. 1 Tucci, Marco Paolo 1
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Published in...
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Computational Economics 1 Computational economics 1 Discussion Papers Series 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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Expected optimal feedback with time-varying parameters
Tucci, Marco Paolo; Kendrick, David A.; Amman, Hans M. - In: Computational economics 42 (2013) 3, pp. 351-371
Persistent link: https://www.econbiz.de/10010189010
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Cover Image
Expected optimal feedback with Time-Varying Parameters
Tucci, Marco P.; Kendrick, David A.; Amman, Hans M. - 2011
In this paper we derive the closed loop form of the Expected Optimal Feedback rule, sometimes called passive learning …
Persistent link: https://www.econbiz.de/10015435125
Saved in:
Cover Image
Expected Optimal Feedback with Time-Varying Parameters
Tucci, Marco; Kendrick, David; Amman, Hans - In: Computational Economics 42 (2013) 3, pp. 351-371
In this paper we derive the closed loop form of the Expected Optimal Feedback rule, sometimes called passive learning …
Persistent link: https://www.econbiz.de/10010989286
Saved in:
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