Robust control and model misspecification

DOI10.1016/j.jet.2004.12.006zbMath1152.93356OpenAlexW2142477416MaRDI QIDQ2496228

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

Publication date: 12 July 2006

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2004.12.006

zbMATH Keywords

entropyrobustnessmartingalemodel uncertaintytime inconsistencycommitmentrisk-sensitivity

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Sensitivity (robustness) (93B35) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

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