PLEM: A computer program for passive learning, stochastic control experiments

Attention is focused on the development of a new computer program that can be used to solve passive learning, stochastic control tracking problems that contain quadratic objective functions and linear models. PLEM, which stands for "passive learning stochastic control for reduced-form econometr...

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Veröffentlicht in:Journal of economic dynamics & control 1987-06, Vol.11 (2), p.223-227
1. Verfasser: Coomes, Paul A.
Format: Artikel
Sprache:eng
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