Set Coverage and Robust Policy

We show that confidence regions covering the identified set may be preferable to confidence regions covering each of its points in robust control applications.

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Year of publication:	2011-10-01
Authors:	Henry, Marc ; Onatski, Alexei
Institutions:	Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Subject:	partial identification \| set coverage \| maxmin expected utility \| robust control

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Series:	CIRANO Working Papers.
Type of publication:	Book / Working Paper
Notes:	6 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009321209