Search Results - subject:"Robust Control"

Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model

Zheng, Xiaoxiao; Zhou, Jieming; Sun, Zhongyang - In: Insurance / Mathematics & economics 67 (2016), pp. 77-87

Persistent link: https://www.econbiz.de/10011457158

Robust control and hot spots in dynamic spatially interconnected systems

Brock, William; Xepapadeas, Anastasios - 2010

This paper develops linear quadratic robust control theory for a class of spatially invariant distributed control … into a countable number of finite state space robust control problems each of which can be solved by standard methods. We … 'breakdown' points in conventional finite dimensional robust control, or where instabilities appear or where the value function …

Persistent link: https://www.econbiz.de/10010272439

Robustness and macroeconomic policy

Barlevy, Gadi - 2010

This paper considers the design of macroeconomic policies in the face of uncertainty. In recent years, several economists have advocated that when policymakers are uncertain about the environment they face and find it difficult to assign precise probabilities to the alternative scenarios that...

Persistent link: https://www.econbiz.de/10010292205

РОБАСТНОЕ УПРАВЛЕНИЕ НЕЛИНЕЙНЫМ ОБЪЕКТОМ ПО ВЫХОДУ

МИХАЙЛОВИЧ, ЦЫКУНОВ АЛЕКСАНДР - In: Проблемы управления (2010) 3, pp. 15-21

Рассмотрена задача слежения за эталонным сигналом для объекта, динамические процессы в котором описываются нелинейными дифференциальными уравнениями. Получен...

Persistent link: https://www.econbiz.de/10011238163

РОБАСТНОЕ УПРАВЛЕНИЕ ЛИНЕЙНЫМИ СИНГУЛЯРНО-ВОЗМУЩЕННЫМИ ОБЪЕКТАМИ

МИХАЙЛОВИЧ, ЦЫКУНОВ АЛЕКСАНДР - In: Проблемы управления (2010) 3, pp. 2-10

Решена задача управления линейным объектом, математическая модель которого описывается сингулярно-возмущенными дифференциальными уравнениями с априорно...

Persistent link: https://www.econbiz.de/10011238253

Uncertainty and Economic Policy: Big Problems and Small Models

Mercado, Ruben - In: Ensayos Económicos 1 (2010) 57-58, pp. 33-57

“caution” versus “intensity” in problems with model uncertainty in a context of robust control, and I introduce the results …. Contrasting, in the case of robust control with model uncertainty, the optimal policy response becomes more and more intense as …

Persistent link: https://www.econbiz.de/10010551971

Robust Control and Hot Spots in Dynamic Spatially Interconnected Systems

Brock, William; Xepapadeas, Anastasios - Fondazione ENI Enrico Mattei (FEEM) - 2010

This paper develops linear quadratic robust control theory for a class of spatially invariant distributed control … into a countable number of finite state space robust control problems each of which can be solved by standard methods. We … “breakdown” points in conventional finite dimensional robust control, or where instabilities appear or where the value function …

Persistent link: https://www.econbiz.de/10008828385

Optimal Fiscal Policy with Robust Control

Svec, Justin - Department of Economics and Accounting, College of the … - 2010

This paper compares the fiscal policies implemented by two types of government when confronted by consumer uncertainty. Consumers, lacking confidence in their knowledge of the stochastic environment, endogenously tilt their subjective probability model away from an approximating probability...

Persistent link: https://www.econbiz.de/10008671230

Optimal fiscal policy with robust control

Svec, Justin - 2010

Persistent link: https://www.econbiz.de/10010436921

Robust Control in Global Warming Management: An Analytical Dynamic Integrated Assessment

Hennlock, Magnus - Nationalekonomiska institutionen, Handelshögskolan - 2009

an extension of DICE. A representative household that expresses ambiguity aversion uses robust control to identify robust …

Persistent link: https://www.econbiz.de/10005423921