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Robust estimation and control under commitment

Article Abstract:

A study examining the two-player zero-sum game under commitment and the conditions under which, the equilibrium of two-player zero-sum game with commitment has a recursive representation, that can be cast in terms if two risky-sensitivity operators, is presented.

Author: Hansen, Lars Peter, Sargent, Thomas J.

Publisher: Elsevier B.V.
Publication Name: Journal of Economic Theory
Subject: Economics
ISSN: 0022-0531
Year: 2005

Analysis, Game theory

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Robust control and model misspecification

Article Abstract:

Statistical perturbation model is constructed for robust control. Relative entropy is a constraint for perturbation.

Author: Hansen, Lars Peter, Sargent, Thomas J., Williams, Noah, Turmuhambetova, Gauhar

Publisher: Elsevier B.V.
Publication Name: Journal of Economic Theory
Subject: Economics
ISSN: 0022-0531
Year: 2006

Science & research, Research, Models, Mathematical models, Control, Robust statistics, Robustness (Statistics), Perturbation (Mathematics)

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Subjects list: United States

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