Altissimo, F., Cúrdia, V., and Rodriguez-Palenzuela, D. (2005) Linear-Quadratic Approximation to Optimal Policy: An Algorithm and Two Applications Unpublished, European Central Bank and Princeton ...
Abstract: We present a new approach to the approximation of the input-output map of a nonlinear system which transforms stochastic signals. The proposed approach is based on the best approximation ...
Recently, deep learning has achieved huge successes in many important applications. In our previous studies, we proposed quadratic/second-order neurons and deep quadratic neural networks. In a ...
based on the C version by Éric Thiébaut, 2015-2017 https://github.com/emmt/Algorithms.git based on the FORTRAN version by Mike Powell, 2009 This provides a C ...
We reconsider the optimal taxation of income from labor and capital in the stochastic growth model analyzed by Chari et al. (1994, 1995), but using a linear-quadratic (LQ) approximation to derive a ...
Abstract: The Gassmann fluid term, an important attribute for characterizing reservoir fluid variations, is widely used in seismic inversion for reservoir prediction and fluid identification. However, ...