Robustness

The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do...

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Bibliographic Details
Main Authors: Hansen, Lars Peter (Author), Sargent, Thomas J (Author), Sargent, Thomas J. (Author)
Corporate Author: De Gruyter
Format: Book
Language:English
Published: Princeton : Princeton University Press, 2011
Princeton, NJ : [2011]
Edition:Course Book
Subjects:

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Stanford University

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