Robustness and ambiguity in continuous time (Q548261): Difference between revisions

@@ Property / author @@
-Lars Peter Hansen
@@ Property / author: Lars Peter Hansen / rank @@
-Normal rank
@@ Property / author @@
+Lars Peter Hansen
@@ Property / author: Lars Peter Hansen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B06
@@ Property / Mathematics Subject Classification ID: 91B06 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B82
@@ Property / Mathematics Subject Classification ID: 91B82 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5914049
@@ Property / zbMATH DE Number: 5914049 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ambiguity
@@ Property / zbMATH Keywords: ambiguity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robustness
@@ Property / zbMATH Keywords: robustness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hidden Markov model
@@ Property / zbMATH Keywords: hidden Markov model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+likelihood function
@@ Property / zbMATH Keywords: likelihood function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+entropy
@@ Property / zbMATH Keywords: entropy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+statistical detection error
@@ Property / zbMATH Keywords: statistical detection error / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+smooth ambiguity
@@ Property / zbMATH Keywords: smooth ambiguity / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jet.2011.01.004
+Normal rank
@@ Property / OpenAlex ID @@
+W1964929922
@@ Property / OpenAlex ID: W1964929922 / rank @@
+Normal rank
@@ Property / cites work @@
+Doubts or variability?
@@ Property / cites work: Doubts or variability? / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty averse preferences
@@ Property / cites work: Uncertainty averse preferences / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
+Normal rank
@@ Property / cites work @@
+A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
+Normal rank
@@ Property / cites work @@
+Ambiguity and the historical equity premium
@@ Property / cites work: Ambiguity and the historical equity premium / rank @@
+Normal rank
@@ Property / cites work @@
+On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+Q4388221
@@ Property / cites work: Q4388221 / rank @@
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Robust estimation and control under commitment
@@ Property / cites work: Robust estimation and control under commitment / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive robust estimation and control without commitment
+Normal rank
@@ Property / cites work @@
+Robustness
@@ Property / cites work: Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Fragile beliefs and the price of uncertainty
@@ Property / cites work: Fragile beliefs and the price of uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Robust control and model misspecification
@@ Property / cites work: Robust control and model misspecification / rank @@
+Normal rank
@@ Property / cites work @@
+Long-Term Risk: An Operator Approach
@@ Property / cites work: Long-Term Risk: An Operator Approach / rank @@
+Normal rank
@@ Property / cites work @@
+Intertemporal substitution and recursive smooth ambiguity preferences
+Normal rank
@@ Property / cites work @@
+Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games
+Normal rank
@@ Property / cites work @@
+Ambiguity, Learning, and Asset Returns
@@ Property / cites work: Ambiguity, Learning, and Asset Returns / rank @@
+Normal rank
@@ Property / cites work @@
+A Smooth Model of Decision Making under Ambiguity
@@ Property / cites work: A Smooth Model of Decision Making under Ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive smooth ambiguity preferences
@@ Property / cites work: Recursive smooth ambiguity preferences / rank @@
+Normal rank
@@ Property / cites work @@
+Temporal Resolution of Uncertainty and Dynamic Choice Theory
+Normal rank
@@ Property / cites work @@
+Q4522401
@@ Property / cites work: Q4522401 / rank @@
+Normal rank
@@ Property / cites work @@
+Chernoff bounds for discriminating between two markov processes
+Normal rank
@@ Property / cites work @@
+On the Existence of a Consistent Course of Action when Tastes are Changing
+Normal rank
@@ Property / cites work @@
+Q3795435
@@ Property / cites work: Q3795435 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:548261