Gapen, Michael T.; Cosimano, Thomas F. - Society for Computational Economics - SCE - 2005
Cosimano (2003) uses the perturbation method to approximate optimal experimentation problems in the neighborhood of the …). Cosimano and Gapen (2005) develop a computer algorithm which implements the perturbation method for any economic problem within …. 2003. Optimal Experimentation and the Perturbation Method around the Augmented Linear Regulator Problem. Working Paper …