John Rust focuses on Econometrics, Mathematical optimization, Dynamic programming, Commerce and Estimation. His biological study spans a wide range of topics, including Mathematical model and Multinomial logistic regression. His studies examine the connections between Mathematical optimization and genetics, as well as such issues in Stochastic process, with regards to Markov process, Curse of dimensionality and Computational complexity theory.
His Dynamic programming study combines topics from a wide range of disciplines, such as Structural estimation, Fixed point and Decision problem. His Fixed point research incorporates elements of Maximum likelihood, Discrete choice, Investment and Operations research. His Private information retrieval research includes elements of Asset, Bid price, Commodity, Actuarial science and Social security.
John Rust spends much of his time researching Econometrics, Actuarial science, Dynamic programming, Mathematical optimization and Microeconomics. His Econometrics research is multidisciplinary, relying on both Mathematical model and Speculation. His Actuarial science course of study focuses on Disability insurance and Disability benefits.
His work deals with themes such as Fixed point, Bellman equation, Stochastic programming, Decision problem and Monte Carlo method, which intersect with Dynamic programming. The study incorporates disciplines such as Applied mathematics and Conditional expectation in addition to Fixed point. His Mathematical optimization study combines topics in areas such as Structural estimation and Markov process.
His main research concerns Mathematical optimization, Microeconomics, Structural estimation, Dynamic programming and Econometrics. His work on Bellman equation as part of general Mathematical optimization study is frequently linked to Backward induction, therefore connecting diverse disciplines of science. John Rust combines subjects such as Fixed point, Constrained optimization and Mathematical programming with equilibrium constraints with his study of Structural estimation.
His biological study spans a wide range of topics, including Curse of dimensionality, Artificial neural network, Monte Carlo method, Classification of discontinuities and Extreme value theory. His study looks at the relationship between Curse of dimensionality and topics such as Decision problem, which overlap with Reinforcement learning. His research in Econometrics intersects with topics in Machine learning and Range.
John Rust mainly investigates Mathematical optimization, Microeconomics, Dynamic programming, Structural estimation and Real estate. His research integrates issues of State space, Recursion and Markov process in his study of Mathematical optimization. His study involves Forward auction, Generalized second-price auction, Revenue equivalence, Proxy bid and Auction theory, a branch of Microeconomics.
His Dynamic programming research is multidisciplinary, incorporating perspectives in Computational complexity theory, Artificial neural network, Curse of dimensionality and Bounded rationality. The various areas that he examines in his Structural estimation study include Fixed point, Mathematical programming with equilibrium constraints and Bellman equation. His Real estate study frequently draws connections to other fields, such as Sample.
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Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
John Philip Rust.
Econometrica (1987)
How Social Security and Medicare affect retirement behavior in a world of incomplete markets
John Rust;Christopher J Phelan.
Econometrica (1997)
Structural estimation of markov decision processes
John Rust.
Research Papers in Economics (1986)
Using randomization to break the curse of dimensionality
John Rust.
Econometrica (1997)
Numerical dynamic programming in economics
John Rust.
Research Papers in Economics (1996)
How large is the bias in self-reported disability?
Hugo Benitez-Silva;Moshe Buchinsky;Hiu Man Chan;Sofia Cheidvasser.
Journal of Applied Econometrics (2004)
Behavior of Trading Automata in a Computerized Double Auction Market
John Rust;John H. Miller;Richard Palmer.
(2018)
Middlemen versus market makers: A theory of competitive exchange
John Philip Rust;George Hall.
Journal of Political Economy (2003)
A nested logit model of automobile holdings for one vehicle households
James Berkovec;John Rust.
Transportation Research Part B-methodological (1985)
Maximum likelihood estimation of discrete control processes
John Rust.
Siam Journal on Control and Optimization (1988)
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