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An Evolutionary Approach to Passive Learning in Optimal Control Problems

We consider the optimal control problem of a small nonlinear econometric model under parameter uncertainty and passive learning (open-loop feedback). Traditionally, this type of problems has been approached by applying linear-quadratic optimization algorithms. However, the literature demonstrated th...

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Publicado en:Comput Econ
Autores principales: Blueschke, D., Savin, I., Blueschke-Nikolaeva, V.
Formato: Artigo
Lenguaje:Inglês
Publicado: Springer US 2020
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Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC7674569/
https://ncbi.nlm.nih.gov/pubmed/33268916
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10614-019-09961-4
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