平稳策略
Unit-Root-Testing results show that Chinese quarter data of the tool variables of monetary policy and multi-variables of macro-economy are non-stationary and contain a Unit Root in our analytical term of sample.
单位根检验结果显示,在我们分析的样本期内,我国货币政策工具变量与宏观经济变量季度数据均是含有一个单位根的非平稳序列。
Different from the traditional computation-based approaches, this algorithm could estimate the gradients of performance with respect to the policy parameters by simulating a single sample path, and look for an optimal ( or suboptimal) randomized stationary policy.
不同于传统的基于计算的方法,文中的算法是根据单个样本轨道的仿真来估计性能指标关于策略参数的梯度,以寻找最优(或次优)随机平稳策略。
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