Aversion to ambiguity and model misspecification in dynamic stochastic environments
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Publication:4967454
DOI10.1073/PNAS.1811243115zbMath1416.62056OpenAlexW2889026921WikidataQ57123035 ScholiaQ57123035MaRDI QIDQ4967454
Lars Peter Hansen, Jianjun Miao
Publication date: 3 July 2019
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.1811243115
Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06) Optimal stochastic control (93E20) General considerations in statistical decision theory (62C05)
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