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The parameter set in an adaptive control Monte Carlo experiment : some considerations
Tucci, Marco Paolo
;
Kendrick, David A.
;
Amman, Hans M.
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1531-1549
Persistent link: https://www.econbiz.de/10009125860
Saved in:
2
Learning about learning in dynamic economic models
Kendrick, David A.
;
Amman, Hans M.
;
Tucci, Marco Paolo
-
2014
Persistent link: https://www.econbiz.de/10010367003
Saved in:
3
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
Saved in:
4
The parameter set in an adaptive control Monte Carlo experiment : some considerations
Tucci, Marco Paolo
;
Kendrick, David A.
;
Amman, Hans M.
-
2007
Persistent link: https://www.econbiz.de/10003825394
Saved in:
5
Expected optimal feedback with time-varying parameters
Tucci, Marco Paolo
;
Kendrick, David A.
;
Amman, Hans M.
-
2007
Persistent link: https://www.econbiz.de/10003460498
Saved in:
6
Approximating the value function for optimal experimentation
Amman, Hans M.
;
Kendrick, David A.
;
Tucci, Marco Paolo
- In:
Macroeconomic dynamics
24
(
2020
)
5
,
pp. 1073-1086
Persistent link: https://www.econbiz.de/10012241293
Saved in:
7
The dual approch in an infinite horizon model with a time-varying parameter
Amman, Hans M.
;
Tucci, Marco Paolo
-
2022
Persistent link: https://www.econbiz.de/10014383483
Saved in:
8
How active is active learning : value function method vs an approximation method
Amman, Hans M.
;
Tucci, Marco Paolo
-
2018
Persistent link: https://www.econbiz.de/10011921036
Saved in:
9
The DUAL approach in an infinite horizon model
Amman, Hans M.
;
Tucci, Marco Paolo
-
2017
Persistent link: https://www.econbiz.de/10011853036
Saved in:
10
Guest editorial: special issue on experimentation in economics
Amman, Hans M.
;
Tucci, Marco Paolo
- In:
Computational economics
56
(
2020
)
3
,
pp. 599-600
Persistent link: https://www.econbiz.de/10012390412
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