Robust Control : A Note on the Response of the Control to Changes in the 'Free' Parameter Conditional on the Character of Nature

In this paper an analytical framework similar to a robust control problem was developed for the one-state, one-control variable model to examine the response of the control variable to change in the quot;freequot; parameter. However, in contrast to Gonzalez and Rodriguez (2003), the sign multiplying the quot;freequot; parameter in the criterion function of the min-max problem is positive. We find that this set up ocrresponds to the case where nature is benevolent while the problem posed by Gonzalez and Rodriguez (2003) corresponds to a malevolent nature. We show that for the benevolent case, the solution is a minimum giving way to an ordinary control problem. In addition, the left side od the discontinuity in Gonzalez and Rodriguez (2003) corresponds to the benevolent case