Robust control and model misspecification

Journal of Economic Theory

Volumn 128, Issue 1, 2006, Pages 45-90

  Hansen, Lars Peter ^a   Sargent, Thomas J ^b   Turmuhambetova, Gauhar ^c   Williams, Noah ^c  

^a UNIVERSITY OF CHICAGO   (United States)

^b NEW YORK UNIVERSITY   (United States)

^c PRINCETON UNIVERSITY   (United States)

Author keywords

Commitment; Entropy; Martingale; Model uncertainty; Risk sensitivity; Robustness; Time inconsistency

Indexed keywords

EID: 33646385061     PISSN: 00220531     EISSN: 10957235     Source Type: Journal    
DOI: 10.1007/s11149-006-0008-3     Document Type: Article

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