This chapter of the Handbook of Computational Economics is mostly about research on active learning and is confined to discussion of learning in dynamic models in which the system equations are linear, the criterion function is quadratic, and the additive noise terms are Gaussian. Though there is much work on learning in more general systems, it is useful here to focus on models with these specifications since more general systems can be approximated in this way and since much of the early work on learning has been done with these quadratic-linear-gaussian systems.We begin with what has been learned about learning in dynamic economic models in the last few decades. Then we progress to a discussion of what we hope to learn in the future from a new project that is just getting underway. However before doing either of these we provide a short description of the mathematical framework that will be used in the chapter.
Kendrick, D.A., Amman, H.M., Tucci, M.P. (2014). Learning about learning in dynamic models. In Handbook of Computational Economics (pp. 1-35). Elsevier [10.1016/B978-0-444-52980-0.00001-3].
Learning about learning in dynamic models
TUCCI, MARCO PAOLO
2014-01-01
Abstract
This chapter of the Handbook of Computational Economics is mostly about research on active learning and is confined to discussion of learning in dynamic models in which the system equations are linear, the criterion function is quadratic, and the additive noise terms are Gaussian. Though there is much work on learning in more general systems, it is useful here to focus on models with these specifications since more general systems can be approximated in this way and since much of the early work on learning has been done with these quadratic-linear-gaussian systems.We begin with what has been learned about learning in dynamic economic models in the last few decades. Then we progress to a discussion of what we hope to learn in the future from a new project that is just getting underway. However before doing either of these we provide a short description of the mathematical framework that will be used in the chapter.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
https://hdl.handle.net/11365/975008