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Robustness /
Annotation
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton :
Princeton University Press,
[2016]
|
| Colección: | Book collections on Project MUSE.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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|---|---|---|---|
| 001 | musev2_47706 | ||
| 003 | MdBmJHUP | ||
| 005 | 20230905044947.0 | ||
| 006 | m o d | ||
| 007 | cr||||||||nn|n | ||
| 008 | 160530r20162008nju o 00 0 eng d | ||
| 020 | |a 9781400829385 | ||
| 020 | |z 9780691114422 | ||
| 020 | |z 9780691170978 | ||
| 035 | |a (OCoLC)966762673 | ||
| 040 | |a MdBmJHUP |c MdBmJHUP | ||
| 100 | 1 | |a Hansen, Lars Peter. | |
| 245 | 1 | 0 | |a Robustness / |c Lars Peter Hansen, Thomas J. Sargent. |
| 264 | 1 | |a Princeton : |b Princeton University Press, |c [2016] | |
| 264 | 3 | |a Baltimore, Md. : |b Project MUSE, |c 2017 | |
| 264 | 4 | |c ©[2016] | |
| 300 | |a 1 online resource (464 pages): |b illustrations (black and white) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 505 | 0 | |a Motivation and main ideas -- Standard control and filtering -- Robust control -- Multi-agent problems -- Robust estimation and filtering -- Extensions. | |
| 520 | 8 | |a Annotation |b 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 in economic modeling, the authors develop applications to a variety of problems in dynamic macroeconomics.Technical, rigorous, and self-contained, this book will be useful for macroeconomists who seek to improve the robustness of decision-making processes. | |
| 588 | |a Description based on print version record. | ||
| 650 | 7 | |a Robust optimization. |2 fast |0 (OCoLC)fst01740908 | |
| 650 | 7 | |a Kalman filtering. |2 fast |0 (OCoLC)fst00985838 | |
| 650 | 7 | |a Economics |x Mathematical models. |2 fast |0 (OCoLC)fst00902155 | |
| 650 | 6 | |a Filtre de Kalman. | |
| 650 | 6 | |a Optimisation robuste. | |
| 650 | 6 | |a Macroeconomie |x Prise de decision. | |
| 650 | 6 | |a Économie politique |x Modeles mathematiques. | |
| 650 | 0 | |a Kalman filtering. | |
| 650 | 0 | |a Robust optimization. | |
| 650 | 0 | |a Macroeconomics |x Decision making. | |
| 650 | 0 | |a Economics |x Mathematical models. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Sargent, Thomas J. | |
| 710 | 2 | |a Project Muse. |e distributor | |
| 830 | 0 | |a Book collections on Project MUSE. | |
| 856 | 4 | 0 | |z Texto completo |u https://projectmuse.uam.elogim.com/book/47706/ |
| 945 | |a Project MUSE - Custom Collection | ||
| 945 | |a Project MUSE - Archive Complete Supplement V | ||
| 945 | |a Project MUSE - Archive Political Science and Policy Studies Supplement V | ||