Robustness / Lars Peter Hansen, Thomas J. Sargent.
Material type:
TextPublisher: Princeton, N.J. ; Oxford [i.e. Woodstock, Oxfordshire] : Princeton University Press, c2008Description: xvii, 435 p. : ill. ; 27 cmISBN: 9780691114422 (cloth : acidfree paper); 0691114420 (cloth : acidfree paper)Subject(s): Econometric models | Robust optimization | Robust control | Kalman filtering | Macroeconomics -- Decision makingLOC classification: HB141 | .H365 2008Other classification: 330.015118 HAN
Contents:
Motivation and main ideas -- Standard control and filtering -- Robust control -- Multi-agent problems -- Robust estimation and filtering -- Extensions.
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| BOOK | Bangaluru Dr. B.R. Ambedkar School of Economics | 330.015118 HAN (Browse shelf) | Available | 002471 |
Includes bibliographical references (p. 413-425) and indexes.
Motivation and main ideas -- Standard control and filtering -- Robust control -- Multi-agent problems -- Robust estimation and filtering -- Extensions.
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