Robust control: A note on the timing of model uncertainty

DOI10.1007/S10614-004-3695-9zbMath1109.91390OpenAlexW2136012845MaRDI QIDQ1780876

Arnulfo Rodriguez

Publication date: 14 June 2005

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: http://repec.org/sce2004/up.20013.1077774780.pdf

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items (2)

Parameter uncertainty and policy intensity: some extensions and suggestions for further work ⋮ Optimal policy response with control parameter and intercept covariance

Uses Software

• DualPC
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Cites Work

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• The timing of uncertainty and the intensity of policy
• Robust control: a note on the response of the control to changes in the ``free parameter
• Caution in macroeconomic policy: Uncertainty and the relative intensity of policy
• Robust Permanent Income and Pricing
• Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?

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