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Learning and equilibrium transitions : stochastic stability in discounted stochastic fictitious play

Williams, Noah - In: Journal of economic dynamics & control 145 (2022), pp. 1- 23

Persistent link: https://www.econbiz.de/10013543262

Generalized stochastic gradient learning

Evans, George W.; Honkapohja, Seppo; Williams, Noah - In: International economic review 51 (2010) 1, pp. 237-262

Persistent link: https://www.econbiz.de/10003948250

Bayesian model averaging learning and model selection

Evans, George W.; Honkapohja, Seppo; Sargent, Thomas J.; … - 2012

Persistent link: https://www.econbiz.de/10009573480

Bayesian model averaging, learning and model selection

Evans, George W.; Honkapohja, Seppo; Sargent, Thomas J.; … - 2012

Persistent link: https://www.econbiz.de/10009526647

Bayesian model averaging, learning, and model selection

Evans, George W.; Honkapohja, Seppo; Sargent, Thomas J.; … - In: Macroeconomics at the service of public policy, (pp. 99-119). 2013

Persistent link: https://www.econbiz.de/10009723589

Generalized stochastic gradient learning

Evans, George W. (contributor); … - 2005

We study the properties of generalized stochastic gradient (GSG) learning in forward-looking models. We examine how the conditions for stability of standard stochastic gradient (SG) learning both differ from and are related to E-stability, which governs stability under least squares learning. SG...