Recursive robust estimation and control without commitment-Reference-Cited by-同舟云学术

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Recursive robust estimation and control without commitment

Published:2007-09 Issue:1 Volume:136 Page:1-27
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Hansen Lars Peter,Sargent Thomas J.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference45 articles.

1. The dynamics of risk sensitive allocations;Anderson;J. Econ. Theory,2005

2. A quartet of semigroups for model specification, robustness, prices of risk, and model detection;Anderson;J. Europ. Econ. Assoc.,2003

3. R. Bansal, A. Yaron, Risks for the long run: a potential resolution of asset pricing puzzles, J. Finance LIX (4) (2004) 1481–1509.

4. H∞-Optimal Control and Related Minimax Design Problems;Başar,1995

5. Learning and Strategic Pricing;Bergemann;Econometrica,1996

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