Robustness /

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Bibliographic Details
Main Author: Hansen, Lars Peter
Other Authors: Sargent, Thomas J.
Format: Electronic eBook
Language:Inglés
Published: Princeton : Princeton University Press, [2016]
Series:Book collections on Project MUSE.
Subjects:
Robust optimization.
Kalman filtering.
Economics > Mathematical models.
Filtre de Kalman.
Optimisation robuste.
Macroeconomie > Prise de decision.
Économie politique > Modeles mathematiques.
Macroeconomics > Decision making.
Electronic books.
Online Access:Texto completo
Table of Contents:
  • Motivation and main ideas
  • Standard control and filtering
  • Robust control
  • Multi-agent problems
  • Robust estimation and filtering
  • Extensions.

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