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The Resource Robustness

Robustness

Label
Robustness
Title
Robustness
Creator
Contributor
Author
Subject
Language
eng
Summary
The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do if the model cannot be trusted? Lars Hansen and Thomas Sargent, two leading macroeconomists, push the field forward as they set about answering this question. They adapt robust control techniques and apply them to economics. By using this theory to let decision makers acknowledge misspecification i
Cataloging source
EBLCP
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Robustness
Label
Robustness
Link
http://www.jstor.org/stable/10.2307/j.ctt1dr35gx
Publication
Related Contributor
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Related Agents
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Bibliography note
Includes bibliographical references (pages 413-425) and indexes
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • Cover; ROBUSTNESS; Title; Copyright; Dedication; Contents; Preface; Acknowledgments; Part I: Motivation and main ideas; 1. Introduction; 2. Basic ideas and methods; 3. A stochastic formulation; Part II: Standard control and filtering; 4. Linear control theory; 5. The Kalman filter; Part III: Robust control; 6. Static multiplier and constraint games; 7. Time domain games for attaining robustness; 8. Frequency domain games and criteria for robustness; 9. Calibrating misspecification fears with detection errorprobabilities; 10. A permanent income model; Part IV: Multi-agent problems
  • 11. Competitive equilibria without robustness12. Competitive equilibria with robustness; 13. Asset pricing; 14. Risk sensitivity, model uncertainty, and asset pricing; 15. Markov perfect equilibria with robustness; 16. Robustness in forward-looking models; Part V: Robust estimation and filtering; 17. Robust filtering with commitment; 18. Robust filtering without commitment; Part VI: Extensions; 19. Alternative approaches; References; Index; Author Index; Matlab Index
http://library.link/vocab/cover_art
https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9781400829385&userID=ebsco-test&password=ebsco-test
Dimensions
unknown
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b4337597'}
Extent
1 online resource (454 pages)
Form of item
online
Isbn
9781400829385
Media category
computer
Media MARC source
rdamedia
Media type code
c
Specific material designation
remote

Library Locations

    • Folsom LibraryBorrow it
      110 8th St, Troy, NY, 12180, US
      42.729766 -73.682577
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