Set Coverage and Robust Policy
AbstractWe show that conÂ¯dence regions covering the identified set may be preferable to conÂ¯dence regions covering each of its points in robust control applications.
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Length: 5 pages
Date of creation: Oct 2011
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- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
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- NEP-ALL-2012-01-25 (All new papers)
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