Robust control with commitment: a modification to Hansen-Sargent

DOI10.1016/j.jedc.2007.08.003zbMath1181.91021OpenAlexW3122734294MaRDI QIDQ844702

Richard Dennis

Publication date: 19 January 2010

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

Full work available at URL: http://www.frbsf.org/economic-research/files/wp05-20bk.pdf

zbMATH Keywords

robust controlapproximating equilibriumrobust Stackelberg games

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Macroeconomic theory (monetary models, models of taxation) (91B64) Robust stability (93D09) Stochastic games, stochastic differential games (91A15)

Related Items (5)

Three types of robust Ramsey problems in a linear-quadratic framework ⋮ Doubts about the model and optimal policy ⋮ Imperfect credibility and robust monetary policy ⋮ Robust monetary rules under unstructured model uncertainty ⋮ Methods for robust control

Cites Work

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• Solution of macromodels with Hansen-Sargent robust policies: some extensions
• Rational Expectations and Policy Credibility Following a Change in Regime
• A Theory of Disappointment Aversion
• Intertemporal Asset Pricing under Knightian Uncertainty
• Robust Permanent Income and Pricing
• Recursive Contracts

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