ロバスト制御理論と合理的期待理論 - himaginary’s diary

今度はサージェントインタビューから、ロバスト制御理論の研究について語った部分を引用してみる。 Evans and Honkapohja: You work with Hansen and others on robust control theory. How is that work related to your work on rational expectations and on learning? Sargent: It is connected to both, and to calibration as well. The idea is to give a decision maker doubts about his model and ask him to make good decisions when he fears that some other model

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"[経済]ロバスト制御理論と合理的期待理論