Robust hidden Markov LQG problems
Lars Peter Hansen; Ricardo Mayer; Thomas Sargent
| Year of publication: |
2010
|
|---|---|
| Authors: | Hansen, Lars Peter ; Mayer, Ricardo ; Sargent, Thomas J. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 10, p. 1951-1966
|
| Subject: | Markov-Kette | Markov chain | Zustandsraummodell | State space model | Spieltheorie | Game theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009126828