Tucci, Marco; Kendrick, David; Amman, Hans - In: Computational Economics 42 (2013) 3, pp. 351-371
In this paper we derive the closed loop form of the Expected Optimal Feedback rule, sometimes called passive learning stochastic control, with time varying parameters. As such this paper extends the work of Kendrick (Stochastic control for economic models, <CitationRef CitationID="CR13">1981</CitationRef>; Stochastic control for economic...</citationref>
