Hansen, Lars Peter.

Robustness / Lars Peter Hansen, Thomas J. Sargent. - Princeton, N.J. : Princeton University Press, 2008. - xvii, 435 p. : ill. ; 27 cm.

Includes bibliographical references (p. 413-425) and indexes.

9780691114422 (hbk.) RM160.65 0691114420 (hbk.)


Econometric models.
Robust optimization.
Robust control.
Kalman filtering.
Macroeconomics--Decision making.