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Systems theory / Cybernetics / Linear-quadratic-Gaussian control / Conditional expectation / Independence / Bellman equation / Multivariate random variable / Conditioning / Probability theory / Statistics / Control theory


LQfiltering_final_October_2008.dvi
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Document Date: 2015-04-08 13:03:55

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Company

T1 / T2 / /

Currency

pence / /

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Facility

University of Chicago / New York University / /

IndustryTerm

stochastic law / positive semi-definite solution / transition law / risk-sensitivity operator / /

Organization

New York University / Hoover Institution / Bank of England / National Science Foundation / University of Chicago / /

Person

Ricardo Mayer† Thomas / Thomas J. Sargent / Francisco Barillas / Martin Ellison / Saki Bigio / Hansen / Christian Matthes / Leandro Nascimento / /

Position

maximizing player / approximating model / player / minimizing player / approximating model / or both / single minimizing player / /

ProgrammingLanguage

C / /

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