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:	2012
Authors:	Henry, Marc ; Onatski, Alexei
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 115.2012, 2, p. 256-257
Publisher:	Elsevier
Subject:	Partial identification \| Set coverage \| Maxmin expected utility \| Robust control

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Type of publication:	Article
Classification:	C44 - Statistical Decision Theory; Operations Research
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010572165