Robust control with commitment: a modification to Hansen-Sargent

DOI10.1016/J.JEDC.2007.08.003zbMATH Open1181.91021OpenAlexW3122734294MaRDI QIDQ844702FDOQ844702

Richard Dennis

Publication date: 19 January 2010

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

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

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zbMATH Keywords

robust controlapproximating equilibriumrobust Stackelberg games

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (6)

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

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