罗宾斯-蒙罗算法:在宏观经济学中的一个应用

The Robbins – Monro Algorithm: an Application in Macroeconomics

International Journal of Finance and Economics · 2014
被引 0
ABS 3

中文导读

本文探讨经济学家在将理论向有限理性扩展时面临的困境,介绍了罗宾斯-蒙罗算法在更理性决策中的应用,并讨论了基于非理性假设构建新模型的方法论问题。

Abstract

The paper is a journey into the dilemmas faced by economists attempting to justify and expand the scope of the theory in the direction of bounded rationality. The Robbins-Monro Algorithm that introduces stochastic approximation could be applied to more rational decisions making. Some of the methodological issues regarding the construction of new models on hypothesis other than that of rationality are discussed.

宏观经济学有限理性随机逼近方法论