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  • Search: subject:"Robust Control"
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Year of publication
Subject
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robust control 107 Robust control 106 Robustes Verfahren 55 Robust statistics 53 Theorie 50 Theory 47 model uncertainty 42 Decision under uncertainty 36 Entscheidung unter Unsicherheit 36 Risk 30 Kontrolltheorie 29 Control theory 27 Portfolio selection 27 Portfolio-Management 27 Risiko 27 Monetary policy 26 Robust Control 26 Geldpolitik 25 Stochastischer Prozess 21 Stochastic process 20 Knightian uncertainty 18 monetary policy 18 Modellierung 16 Ambiguity 14 Model uncertainty 14 Neoclassical synthesis 14 Neoklassische Synthese 14 Risikoaversion 14 Scientific modelling 14 Risk aversion 13 uncertainty 13 Uncertainty 12 optimal monetary policy 12 Regelbindung versus Diskretion 11 Rules versus discretion 11 Mathematical programming 9 Mathematische Optimierung 9 optimal control 9 min-max policies 8 Climate change 7
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Online availability
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Free 122 Undetermined 108 CC license 1
Type of publication
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Article 135 Book / Working Paper 134
Type of publication (narrower categories)
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Article in journal 69 Aufsatz in Zeitschrift 69 Working Paper 42 Arbeitspapier 19 Graue Literatur 19 Non-commercial literature 19 research-article 3 Article 2 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 158 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 Tetlow, Robert J. 6 Woodford, Michael 6 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 André, Marine Charlotte 4 Branger, Nicole 4 Funke, Michael 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 Manoussi, Vassiliki 3 Medina Espidio, Sebastián 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 / Mathematics & economics 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 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 Working Papers / Central Bank of Cyprus 3 Working Papers / Department of Economics and Accounting, College of the Holy Cross 3 2006 Meeting Papers 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 Economic modelling 2 Economics Letters 2 Economics letters 2 Faculty research series / Holy Cross, Economics and Accounting 2
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Source
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RePEc 149 ECONIS (ZBW) 91 EconStor 25 Other ZBW resources 3 BASE 1
Showing 31 - 40 of 269
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Executive constraints as robust control
Besley, Timothy; Mueller, Hannes - 2018
Persistent link: https://www.econbiz.de/10011924772
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Robust discretionary monetary policy under cost-push shock uncertainty of Iran’s economy
Feriz, Fatemeh Labafi; Samadi, Saeed; Nasrollahi, Khadijeh - In: Iranian economic review : journal of University of Tehran 22 (2018) 2, pp. 503-526
Persistent link: https://www.econbiz.de/10012057395
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Robust trajectory tracking control of underactuated unmanned surface vehicles with exponential stability: theory and experimental validation
Yu, Rui; Zhou, Hua - In: Industrial Robot: the international journal of robotics … 49 (2021) 4, pp. 726-734
Purpose Trajectory tracking is an important issue to underactuated unmanned surface vehicles (USVs). However, parametric uncertainties and environmental disturbances bring great challenges to the precise trajectory tracking control of USVs. This paper aims to propose a robust trajectory tracking...
Persistent link: https://www.econbiz.de/10014835779
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The annuity puzzle and consumption hump under ambiguous life expectancy
Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 100 (2021), pp. 76-88
Persistent link: https://www.econbiz.de/10012622382
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Robust monetary policy under uncertainty about the lower bound
Tillmann, Peter - In: The B.E. journal of macroeconomics 21 (2021) 1, pp. 309-321
Persistent link: https://www.econbiz.de/10012437728
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Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.; Chen, Tao; Cialenco, Igor - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
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Generalized Entropy and Model Uncertainty
Meyer-Gohde, Alexander - 2017
I entertain a generalization of the standard Bolzmann-Gibbs-Shannon measure of entropy in multiplier preferences of model uncertainty. Using this measure, I derive a generalized exponential certainty equivalent, which nests the exponential certainty equivalent of the standard Hansen-Sargent...
Persistent link: https://www.econbiz.de/10011725384
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Generalized entropy and model uncertainty
Meyer-Gohde, Alexander - 2017 - This version: August 4, 2017
I entertain a generalization of the standard Bolzmann-Gibbs-Shannon measure of entropy in multiplier preferences of model uncertainty. Using this measure, I derive a generalized exponential certainty equivalent, which nests the exponential certainty equivalent of the standard Hansen-Sargent...
Persistent link: https://www.econbiz.de/10011701075
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Climate Engineering under Deep Uncertainty and Heterogeneity
Emmerling, Johannes; Manoussi, Vassiliki; Xepapadeas, … - 2016
Climate Engineering, and in particular Solar Radiation Management (SRM) has become a widely discussed climate policy option to study in recent years. However, its potentially strategic nature and unforeseen side effects provide major policy and scientific challenges. We study the role of the SRM...
Persistent link: https://www.econbiz.de/10011586844
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Climate engineering under deep uncertainty and heterogeneity
Emmerling, Johannes; Manoussi, Vassiliki; Xepapadeas, … - 2016
Climate Engineering, and in particular Solar Radiation Management (SRM) has become a widely discussed climate policy option to study in recent years. However, its potentially strategic nature and unforeseen side effects provide major policy and scientific challenges. We study the role of the SRM...
Persistent link: https://www.econbiz.de/10011546706
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