Robust control: a note on the response of the control to changes in the ``free parameter conditional on the character of nature

DOI10.1007/S10614-004-4124-9zbMath1120.91324OpenAlexW2020079396MaRDI QIDQ1780878

Fidel Gonzalez, Arnulfo Rodriguez

Publication date: 14 June 2005

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

Full work available at URL: https://doi.org/10.1007/s10614-004-4124-9

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (3)

Parameter uncertainty and policy intensity: some extensions and suggestions for further work ⋮ Robust control: a note on the response of the control to changes in the ``free parameter ⋮ Optimal policy response with control parameter and intercept covariance

Uses Software

• Duali
• DualPC

Cites Work

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• A constrained min-max algorithm for rival models
• Robust optimal decisions with stochastic nonlinear economic systems
• 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
• LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
• Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?

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