Before revision:  At the first stage, I estimate the  law of motion of the state variable and the equilibrium policy function using modern machine learning methods. At the second stage, I construct the estimator of the expected value function as the sum of the naive plug-in estimator expected value function of ? and the bias correction term which removes the bias of the naive estimator .
After revision:  At the first stage, I estimate the law of motion of the state variable and the equilibrium policy function using machine learning tools. In the second stage, I construct the estimator of the expected value function as the sum of the naive plug-in estimator expected value function of ? and the bias correction term which removes the bias of the naive estimator .