Robustness and Information Processing

B-Tier
Journal: Review of Economic Dynamics
Year: 2006
Volume: 9
Issue: 1
Pages: 1-33

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper attempts to relate two apparently distinct literatures. One is the so-called `robust control' literature. Robust control methods were developed by engineers during the 1980s, and are designed to make traditional Linear-Quadratic control more robust to model misspecification. Rather than specify an explicit distribution for a model's disturbances, robust control methods are based on a worst-case analysis of the disturbances, and can be implemented by solving dynamic zero-sum games. Hansen and Sargent (2004) have pioneered the application of these methods in economics. Economists are attracted by robust control because it apparently provides a workable formalization of Knightian Uncertainty. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:v:9:y:2006:i:1:p:1-33
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25