Recursive robust estimation and control without commitment /
In a Markov decision problem with hidden state variables, a posterior distribution serves as a state variable and Bayes' law under an approximating model gives its law of motion. A decision maker expresses fear that his model is misspeciØed by surrounding it with a set of alternatives that are...
Main Author: | Hansen, Lars Peter |
---|---|
Other Authors: | Sargent, Thomas J., 1943- |
Format: | Book |
Language: | English |
Published: |
Frankfurt and Main :
Deutsche Bundesbank,
2005
|
Series: | Discussion paper (Deutsche Bundesbank). Series 1: economic studies
no. 28/2005 |
Subjects: |
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