On the relation between robust and Bayesian decision making

Author:

Adam Klaus

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference24 articles.

1. Anderson, E., Hansen, L.P., Sargent, T.J., 2003. A quartet of semi-groups for model specification, robustness, prices of risk, and model detection. Journal of the European Economic Association 1 (1), 68–123.

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3. Theory of Games and Statistical Decisions;Blackwell,1954

4. Central Banking in Theory and Practice;Blinder,1998

5. Uncertainty and the effectiveness of monetary policy;Brainard;American Economic Review,1967

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