Robustness / Lars Peter Hansen, Thomas J. Sargent.
By: Hansen, Lars Peter.
Contributor(s): Sargent, Thomas J.
Publisher: Princeton, N.J. : Princeton University Press, c2008Description: xvii, 435 p. : ill. ; 27 cm.ISBN: 9780691114422; 0691114420.Other title: Robustness in economic dynamics [Previous working title.].Subject(s): Decision making -- Mathematical models | Economics -- Mathematical models | Macroeconomics -- Decision making | Robust control | Information theory in economicsDDC classification: 332.015118
Partial 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 | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
| Book | SKOLKOVO Library Shelves | HB135 .H36 (Browse shelf) | 1 | Available | 2000001845 |
Total holds: 0
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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