Periodic learning about a hidden state variable

Optimal Statistical Decisions.

1972 • 3,636 citations

Recursive Methods in Economic Dynamics

1989 • 3,199 citations

Equivalent Comparisons of Experiments

1953 • 1,328 citations

Time series models

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Uncertainty and the effectiveness of policy

1967 • 1,049 citations

Optimal Properties of Exponentially Weighted Forecasts

1960 • 888 citations

Optimal Statistical Decisions

1970 • 694 citations

A two-armed bandit theory of market pricing

1974 • 646 citations

On the Differentiability of the Value Function in Dynamic Models of Economics

1979 • 440 citations

Rational Expectations Equilibria, Learning, and Model Specification

1986 • 379 citations

Optimal Learning by Experimentation

1991 • 299 citations

Controlling a Stochastic Process with Unknown Parameters

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Optimal Properties of Exponentially Weighted Forecasts

1960 • 272 citations

Adaptive feedback control

1987 • 269 citations

A Bayesian Approach to the Production of Information and Learning by Doing

1977 • 253 citations

Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium

1982 • 187 citations

The Multi-Period Control Problem Under Uncertainty

1972 • 176 citations

Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability.

1952 • 172 citations

Price dispersion and incomplete learning in the long run

1984 • 169 citations

Investment under Uncertainty, Irreversibility and the Arrival of Information Over Time

1991 • 121 citations

Optimal monetary policy with uncertainty

1979 • 117 citations

The Fate of Systems With Adaptive Expectations

1988 • 99 citations

Estimates of the Variance of U. S. Inflation Based upon the ARCH Model: Comment

1988 • 97 citations

Monopoly Experimentation

1993 • 94 citations

Optimal Control of an Unknown Linear Process with Learning

1989 • 89 citations

Actively Learning About Demand and the Dynamics of Price Adjustment

1990 • 88 citations

The Advantages of Imprecise Information

1988 • 70 citations

Inflation Variability and Gradualist Monetary Policy

1994 • 57 citations

A value function arising in the economics of information

1989 • 35 citations

Non-convexities from probing in adaptive control problems

1978 • 23 citations

Nonconvexities in a stochastic control problem with learning

1991 • 22 citations

Strategic information manipulation in duopolies

1991 • 6 citations

On Bayesian Learning In Optimal Control Problems

1990 • 3 citations

Duopoly Signal Jamming

1989 • 2 citations