Essays on semiparametric estimation of Markov decision processes
Dynamic models of forward looking agents, whose goal is to maximize expected in-tertemporal payoffs, are useful modelling frameworks in economics. With an exception of a small class of dynamic decision processes, the estimation of the primitives in these models is computationally burdensome due to t...
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London School of Economics and Political Science (University of London)
2010
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.518778 |