scholarly journals IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES

2016 ◽  
Vol 33 (3) ◽  
pp. 551-577 ◽  
Author(s):  
Le-Yu Chen
Keyword(s):  
Dynamic Programming ◽  
Discrete Choice ◽  
Dynamic Models ◽  
Structural Parameters ◽  
Infinite Horizon ◽  
Sufficient Conditions ◽  
State Variables ◽  
Structural Dynamic ◽  
Continuous Choice ◽  
Exclusion Restrictions

This paper presents semiparametric identification results for the Rust (1994) class of discrete choice dynamic programming (DCDP) models. We develop sufficient conditions for identification of the deep structural parameters for the case where the per-period utility function ascribed to one choice in the model is parametric but the distribution of unobserved state variables is nonparametric. The proposed identification strategy does not rely on availability of the terminal period data and can therefore be applied to infinite horizon structural dynamic models. Identifying power comes from assuming that the agent’s per-period utilities admit continuous choice-specific state variables that are observed with sufficient variation and satisfy certain conditional independence assumptions on the joint time series of observables. These conditions allow us to formulate exclusion restrictions for identifying the primitive structural functions of the model.

scholarly journals Nonstationary dynamic models with finite dependence

10.3982/qe626 ◽  
2019 ◽  
Vol 10 (3) ◽  
pp. 853-890 ◽  
Author(s):  
Peter Arcidiacono ◽  
Robert A. Miller
Keyword(s):  
Discrete Choice ◽  
Time Horizon ◽  
Dynamic Models ◽  
Single Agent ◽  
Choice Models ◽  
Discrete Choice Models ◽  
Value Functions ◽  
State Variables ◽  
Dynamic Discrete Choice ◽  
Choice Probabilities

The estimation of nonstationary dynamic discrete choice models typically requires making assumptions far beyond the length of the data. We extend the class of dynamic discrete choice models that require only a few‐period‐ahead conditional choice probabilities, and develop algorithms to calculate the finite dependence paths. We do this both in single agent and games settings, resulting in expressions for the value functions that allow for much weaker assumptions regarding the time horizon and the transitions of the state variables beyond the sample period.

CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES

2017 ◽  
Vol 34 (1) ◽  
pp. 166-185 ◽  
Author(s):  
Yingyao Hu ◽  
Yuya Sasaki
Keyword(s):  
Closed Form ◽  
Discrete Choice ◽  
Structural Parameters ◽  
Choice Models ◽  
Discrete Choice Models ◽  
State Variables ◽  
Dynamic Discrete Choice ◽  
State Variable ◽  
Form Identification ◽  
Continuous State

Proxies for unobserved skills and technologies are increasingly available in empirical data. For dynamic discrete choice models of forward-looking agents where a continuous state variable is unobserved but its proxy is available, we derive closed-form identification of the structure by explicitly solving integral equations. In the first step, we derive closed-form identification of Markov components, including the conditional choice probabilities and the law of state transition. In the second step, we plug in these first-step identifying formulas to obtain primitive structural parameters of dynamically optimizing agents.

Structural Dynamic Models of a Controlled Rectifier

2020 ◽  
Vol 6 (6) ◽  
pp. 31-38
Author(s):  
Gennady A. BELOV ◽  
Keyword(s):  
Dynamic Models ◽  
Structural Dynamic

Updating structural dynamic models with emphasis on the damping properties

AIAA Journal ◽  
1998 ◽  
Vol 36 ◽  
pp. 1094-1099
Author(s):  
Amar T. Chouaki ◽  
Pierre Ladeveze ◽  
Laurent Proslier
Keyword(s):  
Dynamic Models ◽  
Damping Properties ◽  
Structural Dynamic

Optimal control of a novel uninterrupted multi-speed transmission for hybrid electric mining trucks

2019 ◽  
Vol 233 (12) ◽  
pp. 3235-3245 ◽  
Author(s):  
Weiwei Yang ◽  
Jiejunyi Liang ◽  
Jue Yang ◽  
Nong Zhang
Keyword(s):  
Dynamic Programming ◽  
Real Time ◽  
Control Strategy ◽  
Dynamic Models ◽  
Fuel Efficiency ◽  
Real Time Control ◽  
Traction Motor ◽  
Time Control ◽  
Power Split ◽  
Shift Strategy

Considering the energy consumption and specific performance requirements of mining trucks, a novel uninterrupted multi-speed transmission is proposed in this paper, which is composed of a power-split device, and a three-speed lay-shaft transmission with a traction motor. The power-split device is adapted to enhance the efficiency of the engine by adjusting the gear ratio continuously. The three-speed lay-shaft transmission is designed based on the efficiency map of traction motor to guarantee the drivability. The combination of the power-split device and three-speed lay-shaft transmission can realize uninterrupted gear shifting with the proposed shift strategy, which benefits from the proposed adjunct function by adequately compensating the torque hole. The detailed dynamic models of the system are built to verify the effectiveness of the proposed shift strategy. To evaluate the maximum fuel efficiency that the proposed uninterrupted multi-speed transmission could achieve, dynamic programming is implemented as the baseline. Due to the “dimension curse” of dynamic programming, a real-time control strategy is designed, which can significantly improve the computing efficiency. The simulation results demonstrate that the proposed uninterrupted multi-speed transmission with dynamic programming and real-time control strategy can improve fuel efficiency by 11.63% and 8.51% compared with conventional automated manual transmission system, respectively.

Updating Structural Dynamic Models with Emphasis on the Damping Properties

AIAA Journal ◽  
10.2514/2.486 ◽  
1998 ◽  
Vol 36 (6) ◽  
pp. 1094-1099 ◽  
Author(s):  
Amar T. Chouaki ◽  
Pierre Ladeveze ◽  
Laurent Proslier
Keyword(s):  
Dynamic Models ◽  
Damping Properties ◽  
Structural Dynamic

Chaos Anti-Synchronization between Chen System and Lu System

2014 ◽  
Vol 631-632 ◽  
pp. 710-713 ◽  
Author(s):  
Xian Yong Wu ◽  
Hao Wu ◽  
Hao Gong
Keyword(s):  
Chaotic Systems ◽  
Sufficient Conditions ◽  
Lyapunov Theory ◽  
State Variables ◽  
Chen System ◽  
System Parameters ◽  
Control Scheme ◽  
Error Dynamics ◽  
The Stability ◽  
Different Chaotic Systems

Anti-synchronization of two different chaotic systems is investigated. On the basis of Lyapunov theory, adaptive control scheme is proposed when system parameters are unknown, sufficient conditions for the stability of the error dynamics are derived, where the controllers are designed using the sum of the state variables in chaotic systems. Numerical simulations are performed for the Chen and Lu systems to demonstrate the effectiveness of the proposed control strategy.

System Properties of One-Dimensional Distributed Systems

1977 ◽  
Vol 99 (2) ◽  
pp. 85-90 ◽  
Author(s):  
L. S. Bonderson
Keyword(s):  
Distributed Systems ◽  
Sufficient Conditions ◽  
State Variables ◽  
One Dimensional ◽  
First Order ◽  
Lumped Element ◽  
Order Form ◽  
Power Product ◽  
System Properties ◽  
Necessary And Sufficient

The system properties of passivity, losslessness, and reciprocity are defined and their necessary and sufficient conditions are derived for a class of linear one-dimensional multipower distributed systems. The utilization of power product pairs as state variables and the representation of the dynamics in first-order form allows results completely analogous to those for lumped-element systems.

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