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Asymptotic Behavior Of Stochastic Approximation And Large Deviations By Harold J Kushner
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Book Synopsis The Conquest of American Inflation by : Thomas J. Sargent
Download or read book The Conquest of American Inflation written by Thomas J. Sargent and published by Princeton University Press. This book was released on 2018-06-05 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the past fifteen years, inflation has been conquered by many advanced countries. History reveals, however, that it has been conquered before and returned. In The Conquest of American Inflation, Thomas J. Sargent presents a groundbreaking analysis of the rise and fall of U.S. inflation after 1960. He examines two broad explanations for the behavior of inflation and unemployment in this period: the natural-rate hypothesis joined to the Lucas critique and a more traditional econometric policy evaluation modified to include adaptive expectations and learning. His purpose is not only to determine which is the better account, but also to codify for the benefit of the next generation the economic forces that cause inflation. Sargent begins with an explanation of how American policymakers increased inflation in the early 1960s by following erroneous assumptions about the exploitability of the Phillips curve--the inverse relationship between inflation and unemployment. In subsequent chapters, he connects a sequence of ideas--self-confirming equilibria, least-squares and other adaptive or recursive learning algorithms, convergence of least-squares learners with self-confirming equilibria, and recurrent dynamics along escape routes from self-confirming equilibria. Sargent synthesizes results from macroeconomics, game theory, control theory, and other fields to extend both adaptive expectations and rational expectations theory, and he compellingly describes postwar inflation in terms of drifting coefficients. He interprets his results in favor of adaptive expectations as the relevant mechanism affecting inflation policy. Providing an original methodological link between theoretical and policy economics, this book will engender much debate and become an indispensable text for academics, graduate students, and professional economists.
Download or read book Research in Progress written by and published by . This book was released on 1984 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Approximation and Recursive Algorithms and Applications by : Harold Kushner
Download or read book Stochastic Approximation and Recursive Algorithms and Applications written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2006-05-04 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.
Book Synopsis SIAM Journal on Control and Optimization by : Society for Industrial and Applied Mathematics
Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 1985 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1988 with total page 964 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Book Synopsis Technical Reports Awareness Circular : TRAC. by :
Download or read book Technical Reports Awareness Circular : TRAC. written by and published by . This book was released on 1988 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Large Deviations for Stochastic Processes by : Jin Feng
Download or read book Large Deviations for Stochastic Processes written by Jin Feng and published by American Mathematical Soc.. This book was released on 2015-02-03 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.
Download or read book Mathematical Reviews written by and published by . This book was released on 2001 with total page 870 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Recent Awards in Engineering written by and published by . This book was released on 1983 with total page 986 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Index to IEEE Publications by : Institute of Electrical and Electronics Engineers
Download or read book Index to IEEE Publications written by Institute of Electrical and Electronics Engineers and published by . This book was released on 1985 with total page 870 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues for 1973- cover the entire IEEE technical literature.
Book Synopsis Government Reports Announcements & Index by :
Download or read book Government Reports Announcements & Index written by and published by . This book was released on 1986-03 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1987 with total page 934 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :
Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1998 with total page 798 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Download or read book Referativnyĭ zhurnal written by and published by . This book was released on 1987 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Computers, Control & Information Theory by :
Download or read book Computers, Control & Information Theory written by and published by . This book was released on 1986 with total page 870 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Government Reports Annual Index by :
Download or read book Government Reports Annual Index written by and published by . This book was released on 1983 with total page 1640 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistics Subject Indexes from Mathematical Reviews by : American Mathematical Society
Download or read book Statistics Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt:
