Robust estimation and control under commitment

Keyphrases

• Robust Estimation 100%
• Robust Control 100%
• Martingale 100%
• Zero-sum Game 50%
• Probability Distribution 50%
• Decision Maker 50%
• Design Problems 50%
• Optimal Control 50%
• Hidden States 50%
• Misspecification 50%
• Filtering Problems 50%
• Risk Control 50%
• Log-likelihood Ratio 50%
• Two-person Zero-sum Game 50%
• Linear Quadratic 50%
• Markov Decision Problem 50%
• Misspecified 50%
• Sensitivity Operator 50%
• Risk Sensitivity 50%
• Expected Log-likelihood 50%
• Recursive Representation 50%
• Minimax Design 50%

Mathematics

• Optimal Control Theory 100%
• Robust Test 100%
• State Variable 100%
• Probability Distribution 50%
• Filtering Problem 50%
• Decision Maker 50%
• Log Likelihood Ratio 50%
• Minimax 50%
• Hidden State 50%
• Misspecification 50%
• State Condition 50%

Economics, Econometrics and Finance

• Robust Statistics 100%
• Optimal Control 100%
• Scientific Modelling 50%