Stochastic Optimisation and Worst-Case Analysis in Monetary Policy
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 102.
Date of creation: 01 Aug 2003
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worst-case optimisation; minimax; stochastic optimisation;
Find related papers by JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- E0 - Macroeconomics and Monetary Economics - - General
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- Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics.
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