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  • Search: subject:"stochastic optimal growth"
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Year of publication
Subject
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Stochastic optimal growth 4 stochastic optimal growth 4 Bellman functional equation 2 Optimal growth 2 Optimales Wachstum 2 Stochastic dynamic programming 2 bounded rationality 2 deep reinforcement learning 2 expectation formation 2 exploration 2 2-Sector RSS model 1 Begrenzte Rationalität 1 Bounded rationality 1 Contraction mapping 1 Discounting 1 Diskontierung 1 Erwartungsbildung 1 Expectation formation 1 Growth theory 1 Iterated Function System 1 Learning 1 Learning process 1 Lernen 1 Lernprozess 1 Mehrsektoren-Modell 1 Multisectoral model 1 Ramsey-Euler conditions 1 Singular and absolutely continuous invariant distribution 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Wachstumstheorie 1 contraction mapping 1 numerical method 1 stochastic fixed point 1 subjective valuation 1 value function 1
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Online availability
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Free 5 Undetermined 3
Type of publication
All
Book / Working Paper 5 Article 3
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 5 English 3
Author
All
Matkowski, Janusz 2 Pampel, Thorsten 2 Khan, M. Ali 1 Mitra, Tapan 1 Montrucchio, Luigi 1 Nowak, Andrzej 1 Nowak, Andrzej S. 1 Privileggi, Fabio 1 Shi, Rui 1 Shi, Rui (Aruhan) 1 Zhang, Zhixiang 1
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Institution
All
Society for Computational Economics - SCE 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Computing in Economics and Finance 2002 2 Economic Theory 2 CESifo Working Paper 1 CESifo working papers 1 Journal of economic dynamics & control 1 MPRA Paper 1
Source
All
RePEc 5 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 8 of 8
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Learning from Zero: How to Make Consumption-Saving Decisions in a Stochastic Environment with an AI Algorithm
Shi, Rui (Aruhan) - 2021
This exercise offers an innovative learning mechanism to model economic agent's decision-making process using a deep reinforcement learning algorithm. In particular, this AI agent is born in an economic environment with no information on the underlying economic structure and its own preference....
Persistent link: https://www.econbiz.de/10012657961
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Learning from zero : how to make consumption-saving decisions in a stochastic environment with an AI algorithm
Shi, Rui - 2021 - This draft: August 16, 2021
This exercise offers an innovative learning mechanism to model economic agent's decision-making process using a deep reinforcement learning algorithm. In particular, this AI agent is born in an economic environment with no information on the underlying economic structure and its own preference....
Persistent link: https://www.econbiz.de/10012603191
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The random two-sector RSS model : on discounted optimal growth without Ramsey-Euler conditions
Khan, M. Ali; Zhang, Zhixiang - In: Journal of economic dynamics & control 146 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014478490
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On Discounted Dynamic Programming with Unbounded Returns
Matkowski, Janusz; Nowak, Andrzej S. - Volkswirtschaftliche Fakultät, … - 2008
are applied to the theory of stochastic optimal growth. Also a discussion of some subtle issues concerning k-local and …
Persistent link: https://www.econbiz.de/10005786929
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On discounted dynamic programming with unbounded returns
Matkowski, Janusz; Nowak, Andrzej - In: Economic Theory 46 (2011) 3, pp. 455-474
Persistent link: https://www.econbiz.de/10008925171
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Intertemporal valuation and decissionin stochastic optimal growth models
Pampel, Thorsten - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706589
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Computation of the value function indiscrete stochastic optimal growth models
Pampel, Thorsten - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345447
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The nature of the steady state in models of optimal growth under uncertainty
Mitra, Tapan; Montrucchio, Luigi; Privileggi, Fabio - In: Economic Theory 23 (2003) 1, pp. 39-71
We study a one-sector stochastic optimal growth model with a representative agent. Utility is logarithmic and the …
Persistent link: https://www.econbiz.de/10005596613
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