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  • Search: subject:"Robust Control"
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Year of publication
Subject
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robust control 115 Robust control 112 Robustes Verfahren 59 Theorie 58 Robust statistics 57 Theory 55 model uncertainty 42 Decision under uncertainty 39 Entscheidung unter Unsicherheit 39 Risk 32 Kontrolltheorie 30 Portfolio selection 29 Portfolio-Management 29 Risiko 29 Control theory 28 Monetary policy 28 Geldpolitik 27 Robust Control 26 Stochastischer Prozess 22 Stochastic process 21 monetary policy 19 Knightian uncertainty 18 Risikoaversion 18 Modellierung 17 Risk aversion 17 Model uncertainty 16 Neoclassical synthesis 16 Neoklassische Synthese 16 Scientific modelling 15 Ambiguity 14 Uncertainty 13 uncertainty 13 optimal monetary policy 12 CAPM 11 Regelbindung versus Diskretion 11 Rules versus discretion 11 Mathematical programming 10 Mathematische Optimierung 10 Risikoprämie 10 equity premium puzzle 10
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Online availability
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Free 134 Undetermined 112 CC license 1
Type of publication
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Article 143 Book / Working Paper 143
Type of publication (narrower categories)
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Article in journal 74 Aufsatz in Zeitschrift 74 Working Paper 51 Arbeitspapier 26 Graue Literatur 26 Non-commercial literature 26 Article 4 research-article 3 Aufsatz im Buch 2 Book section 2 Thesis 1
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Language
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English 175 Undetermined 110 Spanish 1
Author
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Xepapadeas, Anastasios 31 Leitemo, Kai 12 Söderström, Ulf 11 Kilponen, Juha 8 Svec, Justin 8 Tillmann, Peter 7 Vardas, Giannis 7 Adam, Klaus 6 Brock, William 6 Brock, William A. 6 Meyerheim, Gerrit 6 Tetlow, Robert J. 6 Woodford, Michael 6 André, Marine Charlotte 5 Dennis, Richard 5 Larsen, Linda Sandris 5 Muehlen, Peter von zur 5 Paetz, Michael 5 Roseta-Palma, Catarina 5 Rustem, Berc 5 Wieland, Volker 5 Branger, Nicole 4 Funke, Michael 4 Medina Espidio, Sebastián 4 Munk, Claus 4 Orphanides, Athanasios 4 Presno, Ignacio 4 Qin, Li 4 Sidiropoulos, Moïse 4 Viens, Frederi G. 4 Williams, John C. 4 Zakovic, Stan 4 МИХАЙЛОВИЧ, ЦЫКУНОВ АЛЕКСАНДР 4 Athanassoglou, Stergios 3 Baumann, Robert 3 Cho, In-Koo 3 Dai, Meixing 3 Emmerling, Johannes 3 Gu, Ailing 3 Kasa, Kenneth 3
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Institution
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C.E.P.R. Discussion Papers 10 Society for Computational Economics - SCE 8 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 5 EconWPA 5 Fondazione ENI Enrico Mattei (FEEM) 5 Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 4 Suomen Pankki 4 Central Bank of Cyprus 3 Department of Economics and Accounting, College of the Holy Cross 3 Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Financial Studies 2 Department of Economics, University of Crete 2 European Central Bank 2 Faculty of Economics, Kobe University 2 Society for Economic Dynamics - SED 2 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Bank of Japan 1 CESifo 1 Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Crawford School of Public Policy, Australian National University 1 Department of Economics, Simon Fraser University 1 Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 1 Dipartimento di Economia e Diritto, Facoltà di Economia 1 Directorate-General Economic and Financial Affairs, European Commission 1 Econometric Society 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Faculdade de Economia, Universidade do Porto 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Federal Reserve Bank of Boston 1 Federal Reserve Bank of San Francisco 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 HAL 1 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 1 Money Macro and Finance Research Group 1 Narodowy Bank Polski 1 Nationalekonomiska institutionen, Handelshögskolan 1
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Published in...
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CEPR Discussion Papers 10 Nota di Lavoro 7 Insurance 6 Journal of economic dynamics & control 6 Проблемы управления 6 DEOS Working Papers 5 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 5 Annals of Finance 4 Macroeconomics 4 Mathematics and Computers in Simulation (MATCOM) 4 Research Discussion Papers / Suomen Pankki 4 Working Papers 4 Working Papers of BETA 4 Working paper 4 Annals of finance 3 Bank of Finland Discussion Papers 3 CESifo working papers 3 Computational Economics 3 European journal of operational research : EJOR 3 Journal of Economic Dynamics and Control 3 Journal of economic theory 3 MPRA Paper 3 Quantitative Macroeconomics Working Papers 3 The B.E. journal of macroeconomics 3 Working Papers / Central Bank of Cyprus 3 Working Papers / Department of Economics and Accounting, College of the Holy Cross 3 Working papers 3 2006 Meeting Papers 2 CESifo Working Paper 2 CFS Working Paper Series 2 Cahiers de recherche 2 Computational Optimization and Applications 2 Computational Statistics 2 Computational economics 2 Computing in Economics and Finance 2004 2 Computing in Economics and Finance 2005 2 Discussion Papers / Faculty of Economics, Kobe University 2 Dynamic Games and Applications 2 ECB Working Paper 2 Economic Modelling 2
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Source
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RePEc 149 ECONIS (ZBW) 104 EconStor 29 Other ZBW resources 3 BASE 1
Showing 281 - 286 of 286
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Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches
Favero, Gino - In: Mathematical Methods of Operations Research 53 (2001) 3, pp. 493-503
We consider the problem of minimizing the shortfall risk when the aim is to hedge a contingent claim in a binomial market model and the initial capital is insufficient for a perfect hedge. This problem has been solved under complete information on the underlying model in [3].  We present two...
Persistent link: https://www.econbiz.de/10010999809
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Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches
Favero, Gino - In: Computational Statistics 53 (2001) 3, pp. 493-503
We consider the problem of minimizing the shortfall risk when the aim is to hedge a contingent claim in a binomial market model and the initial capital is insufficient for a perfect hedge. This problem has been solved under complete information on the underlying model in [3].  We present two...
Persistent link: https://www.econbiz.de/10010847791
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Robust guaranteed cost control of uncertain linear time-delay systems using dynamic output feedback
Li, Huaizhong; Niculescu, Silviu-Iulian; Dugard, Luc; … - In: Mathematics and Computers in Simulation (MATCOM) 45 (1998) 3, pp. 349-358
This paper is concerned with robust guaranteed cost control of uncertain linear time-delay systems using dynamic output feedback. The uncertain systems tackled in this paper involve uncertainty in quadratic constrained form which includes the well-known norm-bounded time-varying uncertainty as a...
Persistent link: https://www.econbiz.de/10010870094
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Robust Control and Hot Spots in Dynamic Spatially Interconnected Systems
Brock, William; Xepapadeas, Anastasios - Department of International and European Economic …
This paper develops linear quadratic robust control theory for a class of spatially invariant distributed control … decomposes into a countable number of ��nite state space robust control problems each of which can be solved by standard … correspond to ��breakdown�� points in conventional ��nite dimensional robust control, or where …
Persistent link: https://www.econbiz.de/10008490298
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Climate Change Policy under Spatially Structured Ambiguity: Hot Spots and the Precautionary Principle
Yannacopoulos, Athanasios; Xepapadeas, Anastasios - Department of International and European Economic …
In view of the ambiguities and the deep uncertainty associated with climate change, we study the features of climate change policies that account for spatially structured ambiguity. Ambiguity related to the evolution of the natural system is introduced into a coupled economy-climate model with...
Persistent link: https://www.econbiz.de/10010691407
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Uncertainty within Economic Models
Hansen, Lars Peter; Sargent, Thomas J - World Scientific Publishing Co. Pte. Ltd.
), <em>Uncertainty within Economic Models</em> includes articles adapting and applying robust control theory to problems in …, Prices of Risk, and Model Detection</li> <li>Robust Control and Model Uncertainty</li> <li>Robust Control and Model …
Persistent link: https://www.econbiz.de/10011010980
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