Robust Control and Model Uncertainty
American Economic Review
vol. 91,
no. 2, May 2001
(pp. 60-66)
Citation
Hansen, LarsPeter, and Thomas J. Sargent. 2001. "Robust Control and Model Uncertainty." American Economic Review, 91 (2): 60-66. DOI: 10.1257/aer.91.2.60JEL Classification
- D81 Criteria for Decision-Making under Risk and Uncertainty
- C61 Optimization Techniques; Programming Models; Dynamic Analysis