A Reinforcement Learning Approach to Solving Incomplete Market Models with Aggregate Uncertainty
暂无分享,去创建一个
[1] Peter E. Hart,et al. Nearest neighbor pattern classification , 1967, IEEE Trans. Inf. Theory.
[2] J. L. Hodges,et al. Discriminatory Analysis - Nonparametric Discrimination: Consistency Properties , 1989 .
[3] Kenneth L. Judd,et al. Projection methods for solving aggregate growth models , 1992 .
[4] A. Kirman. Whom Or What Does the Representative Individual Represent , 1992 .
[5] Gerald Tesauro,et al. TD-Gammon, a Self-Teaching Backgammon Program, Achieves Master-Level Play , 1994, Neural Computation.
[6] W. D. Haan,et al. Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate , 1996 .
[7] A. Roth,et al. Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria , 1998 .
[8] Andrew G. Barto,et al. Reinforcement learning , 1998 .
[9] Per Krusell,et al. Income and Wealth Heterogeneity in the Macroeconomy , 1998, Journal of Political Economy.
[10] A. Pakes,et al. Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the , 2001 .
[11] Felix Kubler,et al. Computing equilibrium in OLG models with stochastic production , 2004 .
[12] Richard S. Sutton,et al. Learning to predict by the methods of temporal differences , 1988, Machine Learning.
[13] Anthony A. Smith,et al. Advances in Economics and Econometrics: Quantitative Macroeconomic Models with Heterogeneous Agents , 2006 .
[14] W. D. Haan. Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty , 2008 .
[15] Wouter J. den Haan,et al. Solving the Incomplete Markets Model with Aggregate Uncertainty Using Explicit Aggregation , 2008 .
[16] Serguei Maliar,et al. Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm , 2010 .
[17] Panos M. Pardalos,et al. Approximate dynamic programming: solving the curses of dimensionality , 2009, Optim. Methods Softw..
[18] Per Krusell,et al. Quantitative Macroeconomic Models with Heterogeneous Agents , 2009 .
[19] Warren B. Powell,et al. An Approximate Dynamic Programming Algorithm for Large-Scale Fleet Management: A Case Application , 2009, Transp. Sci..
[20] Wouter J. Den Haan,et al. Computational suite of models with heterogeneous agents: Multi-country real business cycle models , 2011 .
[21] Solving the incomplete market model with aggregate uncertainty using a perturbation method , 2010 .
[22] K. Judd,et al. Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty , 2010 .
[23] Eric R. Young. Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations , 2010 .
[24] Lilia Maliar,et al. Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods , 2010 .
[25] Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions , 2010 .
[26] Solving the incomplete markets model with aggregate uncertainty by backward induction , 2010 .
[27] P. Pichler. Solving the multi-country real business cycle model using a monomial rule galerkin method , 2011 .
[28] Warren B. Powell,et al. Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem , 2010, Manag. Sci..
[29] N. Kocherlakota. Modern macroeconomic models as tools for economic policy , 2010 .
[30] Bernhard Schölkopf,et al. Hilbert Space Embeddings and Metrics on Probability Measures , 2009, J. Mach. Learn. Res..
[31] Wouter J. Den Haan,et al. Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents , 2010 .
[32] Warren B. Powell,et al. “Approximate dynamic programming: Solving the curses of dimensionality” by Warren B. Powell , 2007, Wiley Series in Probability and Statistics.