Methods for robust control

DOI10.1016/j.jedc.2009.02.011zbMath1170.91323OpenAlexW3123274716MaRDI QIDQ2270556

Richard Dennis, Ulf Söderström, Kai Leitemo

Publication date: 28 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2009.02.011

zbMATH Keywords

robust controlmisspecificationoptimal policy

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items

On a constrained infinite-time horizon linear quadratic game ⋮ A qualitative game of interest rate adjustments with a nuisance agent ⋮ Optimal fiscal policy with robust control ⋮ Robust monetary rules under unstructured model uncertainty

Cites Work

• Robust control with commitment: a modification to Hansen-Sargent
• Solution of macromodels with Hansen-Sargent robust policies: some extensions
• OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS
• Robustness
• Unnamed Item
• Unnamed Item
• Unnamed Item