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)
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