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Set Coverage and Robust Policy

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Author Info

  • Marc Henry

    ()

  • Alexei Onatski

Abstract

We 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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File URL: http://www.cirano.qc.ca/pdf/publication/2011s-61.pdf
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Bibliographic Info

Paper provided by CIRANO in its series CIRANO Working Papers with number 2011s-61.

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Date of creation: 01 Oct 2011
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Handle: RePEc:cir:cirwor:2011s-61

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Related research

Keywords: partial identification; set coverage; maxmin expected utility; robust control;

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  1. Larry Epstein & Martin Schneider, 2006. "Learning Under Ambiguity," RCER Working Papers 527, University of Rochester - Center for Economic Research (RCER).
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Cited by:
  1. 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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