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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
All
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 1 - 10 of 269
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A critical introduction to the usual robust control framework in macroeconomics
Tucci, Marco Paolo - In: Computational economics 64 (2024) 2, pp. 625-641
Persistent link: https://www.econbiz.de/10015078051
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Optimal robust monetary policy in a small open emerging-market economy
André, Marine Charlotte; Medina Espidio, Sebastián - In: Latin American journal of central banking : LAJCB 5 (2024) 4, pp. 1-30
) considering additive model uncertainty. The robust control approach supposes that economic agents are not able to assign …
Persistent link: https://www.econbiz.de/10015358001
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014438131
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Revenue optimisation approach for auction logistics centre : an investigation of Chinese flower market
Kong, Xiang T.R.; Wang, Xuejiao; Fu, Yelin; Luo, Hao - In: International journal of logistics : research and … 26 (2023) 10, pp. 1359-1383
Persistent link: https://www.econbiz.de/10014333995
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Optimal robust monetary policy in a small open economy
André, Marine Charlotte; Medina Espidio, Sebastián - 2022
We study an optimal robust monetary policy for a small open economy. The robust control approach assumes that economic …
Persistent link: https://www.econbiz.de/10014319982
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Robust output-feedback stabilization for incompressible flows using low-dimensional 'H∞-controllers
Benner, Peter; Heiland, Jan; Werner, Steffen W. R. - In: Computational Optimization and Applications 82 (2022) 1, pp. 225-249
Output-based controllers are known to be fragile with respect to model uncertainties. The standard H∞-control theory provides a general approach to robust controller design based on the solution of the H∞-Riccati equations. In view of stabilizing incompressible flows in simulations, two...
Persistent link: https://www.econbiz.de/10015181928
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2022 - Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
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Optimal robust monetary policy in a small open economy
André, Marine Charlotte; Medina Espidio, Sebastián - 2022
We study an optimal robust monetary policy for a small open economy. The robust control approach assumes that economic …
Persistent link: https://www.econbiz.de/10013464822
Saved in:
Cover Image
Robustness of stochastic optimal control to approximate diffusion models under several cost evaluation criteria
Pradhan, Somnath; Yüksel, Serdar - In: Mathematics of operations research 49 (2024) 4, pp. 2049-2077
Persistent link: https://www.econbiz.de/10015197730
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Model uncertainty and financial frictions : implications for optimal monetary policy
Kantur, Zeynep; Özcan, Gülseri̇m - In: The Singapore economic review 69 (2024) 2, pp. 793-812
Persistent link: https://www.econbiz.de/10014536386
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