Robustness

Preface xv Acknowledgments xvii Part I: Motivation and main ideas Introduction 3(22) Basic ideas and methods 25(28) A stochastic formulation 53(14) Part II: Standard control and filtering Linear control theory 67(36) The Kalman filter 103(16) Part III: Robust control Static multiplier and constraint games 119(20) Time domain games for attaining robustness 139(34) Frequency domain games and criteria for robustness 173(40) Calibrating misspecification fears with detection error Probabilities 213(10) A permanent income model 223(30) Part IV: Multi-agent problems Competitive equilibria without robustness 253(18) Competitive equilibria with robustness 271(24) Asset pricing 295(12) Risk sensitivity, model uncertainty, and asset pricing 307(20) Markov perfect equilibria with robustness 327(6) Robustness in forward-looking models 333(26) Part V: Robust estimation and filtering Robust filtering with commitment 359(24) Robust filtering without commitment 383(20) Part VI: Extensions Alternative approaches 403(10) References 413(14) Index 427