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 InfoPaper provided by CIRANO in its series CIRANO Working Papers with number 2011s-61.
Date of creation: 01 Oct 2011
Date of revision:
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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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-22 (All new papers)
- NEP-CIS-2011-10-22 (Confederation of Independent States)
- NEP-TUR-2011-10-22 (Tourism Economics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Larry Epstein & Martin Schneider, 2006.
"Learning Under Ambiguity,"
RCER Working Papers
527, University of Rochester - Center for Economic Research (RCER).
- Marc Henry & Romuald M�ango & Maurice Queyranne, 2012. "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models," CIRJE F-Series CIRJE-F-837, CIRJE, Faculty of Economics, University of Tokyo.
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