Recursive Robust Estimation and Control Without Commitment
56 Pages Posted: 8 Jun 2016
Date Written: 2005
Abstract
In a Markov decision problem with hidden state variables, a posterior distribution
Suggested Citation: Suggested Citation
Hansen, Lars Peter and Sargent, Thomas J., Recursive Robust Estimation and Control Without Commitment (2005). Bundesbank Series 1 Discussion Paper No. 2005,28, Available at SSRN: https://ssrn.com/abstract=2785211 or http://dx.doi.org/10.2139/ssrn.2785211
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