Pages that link to "Item:Q2496228"
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The following pages link to Robust control and model misspecification (Q2496228):
Displaying 50 items.
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
- Optimal fiscal policy with robust control (Q433644) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news (Q470680) (← links)
- Robust control and hot spots in spatiotemporal economic systems (Q483899) (← links)
- Robustness and ambiguity in continuous time (Q548261) (← links)
- The worst case for real options (Q613589) (← links)
- Robust consumption and portfolio choice for time varying investment opportunities (Q666461) (← links)
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- On the optimality of threshold control in queues with model uncertainty (Q975793) (← links)
- Robust \(H_\infty\) control for a generic linear rational expectations model of economy (Q979309) (← links)
- Ambiguity sharing and the lack of relative performance evaluation (Q1616079) (← links)
- Uncertain dynamics, correlation effects, and robust investment decisions (Q1624002) (← links)
- Climate engineering under deep uncertainty (Q1624491) (← links)
- Robustness of stable volatility strategies (Q1657466) (← links)
- Dynamic corporate investment and liquidity management under model uncertainty (Q1673427) (← links)
- A stochastic differential game of transboundary pollution under Knightian uncertainty of stock dynamics (Q1720525) (← links)
- Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
- Approximate models and robust decisions (Q1790356) (← links)
- Ambiguity aversion and model misspecification: an economic perspective (Q1790363) (← links)
- Robust time-inconsistent stochastic control problems (Q1797115) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
- An escape time interpretation of robust control (Q1994522) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481) (← links)
- Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
- Robust portfolio selection for individuals: minimizing the probability of lifetime ruin (Q2031384) (← links)
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
- Structured ambiguity and model misspecification (Q2067388) (← links)
- New formulations of ambiguous volatility with an application to optimal dynamic contracting (Q2067400) (← links)
- Implications of uncertainty for optimal policies (Q2067403) (← links)
- Estimating robustness (Q2067408) (← links)
- Ambiguity in dynamic contracts (Q2067409) (← links)
- Robust control in green production management (Q2076378) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Existence and uniqueness of recursive utilities without boundedness (Q2123188) (← links)
- Robust experimentation in the continuous time bandit problem (Q2150441) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy (Q2152325) (← links)
- Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Twisted probabilities, uncertainty, and prices (Q2305982) (← links)
- How do subjects view multiple sources of ambiguity? (Q2353588) (← links)
- Ambiguity and endogenous discounting (Q2425190) (← links)
- Recursive robust estimation and control without commitment (Q2455651) (← links)
- Introduction to model uncertainty and robustness (Q2496225) (← links)
- Dynamic variational preferences (Q2496226) (← links)
- Doubts or variability? (Q2653923) (← links)