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The Resource Robustness, Lars Peter Hansen, Thomas J. Sargent

Robustness, Lars Peter Hansen, Thomas J. Sargent

Label
Robustness
Title
Robustness
Statement of responsibility
Lars Peter Hansen, Thomas J. Sargent
Creator
Contributor
Subject
Language
eng
Summary
"The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do if the model cannot be trusted?" "Lars Hansen and Thomas Sargent, two leading macroeconomists, push the field forward as they set about answering this question. They adapt robust control techniques and apply them to economics. By using this theory to let decision makers acknowledge misspecification in economic modeling, the authors develop applications to a variety of problems in dynamic macroeconomics."--Jacket
Cataloging source
UKM
http://library.link/vocab/creatorName
Hansen, Lars Peter
Dewey number
330.015118
Illustrations
illustrations
Index
index present
LC call number
HB141
LC item number
.H365 2008
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Sargent, Thomas J
http://library.link/vocab/subjectName
  • Econometric models
  • Robust optimization
  • Robust control
  • Kalman filtering
  • Macroeconomics
Label
Robustness, Lars Peter Hansen, Thomas J. Sargent
Link
http://swbplus.bsz-bw.de/bsz267116063inh.htm
Instantiates
Publication
Bar code
31223118731166
Bibliography note
Includes bibliographical references (pages 413-425) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Motivation and main ideas -- Standard control and filtering -- Robust control -- Multi-agent problems -- Robust estimation and filtering -- Extensions
Dimensions
27 cm
Extent
xvii, 435 pages
Isbn
9780691114422
Lccn
2007927641
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other control number
  • 2572232
  • 9780691114422
Other physical details
illustrations
System control number
  • 173238983
  • (OCoLC)173238983
Label
Robustness, Lars Peter Hansen, Thomas J. Sargent
Link
http://swbplus.bsz-bw.de/bsz267116063inh.htm
Publication
Bar code
31223118731166
Bibliography note
Includes bibliographical references (pages 413-425) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Motivation and main ideas -- Standard control and filtering -- Robust control -- Multi-agent problems -- Robust estimation and filtering -- Extensions
Dimensions
27 cm
Extent
xvii, 435 pages
Isbn
9780691114422
Lccn
2007927641
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other control number
  • 2572232
  • 9780691114422
Other physical details
illustrations
System control number
  • 173238983
  • (OCoLC)173238983

Library Locations

    • Main LibraryBorrow it
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      37.779376 -122.415795
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