Robust control with commitment: a modification to Hansen-Sargent

DOI10.1016/J.JEDC.2007.08.003MaRDI QIDQ844702zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

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• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• A Theory of Disappointment Aversion
• Intertemporal Asset Pricing under Knightian Uncertainty
• Rational Expectations and Policy Credibility Following a Change in Regime
• Recursive contracts
• Robust Permanent Income and Pricing
• 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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