1. Introduction

Kapitel in diesem Buch

1. Frontmatter i
2. Contents vii
3. Preface xv
4. Acknowledgments xvii
5. Part I: Motivation and main ideas
6. 1. Introduction 3
7. 2. Basic ideas and methods 25
8. 3. A stochastic formulation 53
9. Part II: Standard control and filtering
10. 4. Linear control theory 67
11. 5. The Kalman filter 103
12. Part III: Robust control
13. 6. Static multiplier and constraint games 119
14. 7. Time domain games for attaining robustness 139
15. 8. Frequency domain games and criteria for robustness 173
16. 9. Calibrating misspecification fears with detection error probabilities 213
17. 10. A permanent income model 223
18. Part IV: Multi-agent problems
19. 11. Competitive equilibria without robustness 253
20. 12. Competitive equilibria with robustness 271
21. 13. Asset pricing 295
22. 14. Risk sensitivity, model uncertainty, and asset pricing 307
23. 15. Markov perfect equilibria with robustness 327
24. 16. Robustness in forward-looking models 333
25. Part V: Robust estimation and filtering
26. 17. Robust filtering with commitment 359
27. 18. Robust filtering without commitment 383
28. Part VI: Extensions
29. 19. Alternative approaches 403
30. References 413
31. Index 427