Robustness and ambiguity in continuous time

Keyphrases

• Continuous-time 100%
• Decision Maker 50%
• State Transition 50%
• Discrete-time 50%
• Continuous-time Limit 50%
• Hidden States 50%
• Continuous-time Formulation 50%
• Prior Distribution 50%
• Statistical Detection 50%
• Transitional Dynamics 50%
• Smooth Ambiguity Model 50%
• Recursive Specification 50%
• Statistical Detection Theory 50%

Economics, Econometrics and Finance

• Continuous Time 100%