Set coverage and robust policy
AbstractWe show that confidence regions covering the identified set may be preferable to confidence regions covering each of its points in robust control applications.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 115 (2012)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/locate/ecolet
Partial identification; Set coverage; Maxmin expected utility; Robust control;
Other versions of this item:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
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