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Dynamic programming / Statistical theory / Stochastic control / Hamilton–Jacobi–Bellman equation / Optimal control / Partial differential equation / Kullback–Leibler divergence / Statistics / Mathematical analysis / Mathematics


Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 26, 2005
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Document Date: 2015-04-08 13:03:54

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Assumption / /

IndustryTerm

state transition law / express different timing protocols / /

Organization

Connections An association / /

Person

Gary Chamberlain / Tomasz Piskorski / Noah Williams / Jose Scheinkman / Aldo Rustichini / Fernando Alvarez / Peter Klibanoff / Nizar Touzi / Christopher Sims / Lars Peter Hansen Thomas / Bt / Michael Allen Rierson / David Backus / Thomas J. Sargent Gauhar / Ivar Ekeland / /

Position

reference model / rt / maximizing player / state variable rt / Model / approximating model / minimizing player / /

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