Robust control and model uncertainty

[1] ANDERSON EL, 2000, UNPUB ROBUSTNESS DET

[2] CHEN Z, 2000, UNPUB AMBIGUITY RISK

[3] STOCHASTIC DIFFERENTIAL UTILITY [J]. ECONOMETRICA, 1992, 60 (02) : 353 - 394

[4] DUPUIS P., 2011, A Weak Convergence Approach to the Theory of Large Deviations

[5] DUPUIS PM, 1998, 9815 LCDS BROWN U

[6] SUBSTITUTION, RISK-AVERSION, AND THE TEMPORAL BEHAVIOR OF CONSUMPTION AND ASSET RETURNS - A THEORETICAL FRAMEWORK [J]. ECONOMETRICA, 1989, 57 (04) : 937 - 969

[7] ON THE EXISTENCE OF VALUE-FUNCTIONS OF 2-PLAYER, ZERO-SUM STOCHASTIC DIFFERENTIAL-GAMES [J]. INDIANA UNIVERSITY MATHEMATICS JOURNAL, 1989, 38 (02) : 293 - 314

[8] MAXMIN EXPECTED UTILITY WITH NON-UNIQUE PRIOR [J]. JOURNAL OF MATHEMATICAL ECONOMICS, 1989, 18 (02) : 141 - 153

[9] Robust permanent income and pricing [J]. REVIEW OF ECONOMIC STUDIES, 1999, 66 (04) : 873 - 907

[10] DISCOUNTED LINEAR EXPONENTIAL QUADRATIC GAUSSIAN CONTROL [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1995, 40 (05) : 968 - 971

[1] ANDERSON EL, 2000, UNPUB ROBUSTNESS DET

[2] CHEN Z, 2000, UNPUB AMBIGUITY RISK

[3] STOCHASTIC DIFFERENTIAL UTILITY [J]. ECONOMETRICA, 1992, 60 (02) : 353 - 394

[4] DUPUIS P., 2011, A Weak Convergence Approach to the Theory of Large Deviations

[5] DUPUIS PM, 1998, 9815 LCDS BROWN U

[6] SUBSTITUTION, RISK-AVERSION, AND THE TEMPORAL BEHAVIOR OF CONSUMPTION AND ASSET RETURNS - A THEORETICAL FRAMEWORK [J]. ECONOMETRICA, 1989, 57 (04) : 937 - 969

[7] ON THE EXISTENCE OF VALUE-FUNCTIONS OF 2-PLAYER, ZERO-SUM STOCHASTIC DIFFERENTIAL-GAMES [J]. INDIANA UNIVERSITY MATHEMATICS JOURNAL, 1989, 38 (02) : 293 - 314

[8] MAXMIN EXPECTED UTILITY WITH NON-UNIQUE PRIOR [J]. JOURNAL OF MATHEMATICAL ECONOMICS, 1989, 18 (02) : 141 - 153

[9] Robust permanent income and pricing [J]. REVIEW OF ECONOMIC STUDIES, 1999, 66 (04) : 873 - 907

[10] DISCOUNTED LINEAR EXPONENTIAL QUADRATIC GAUSSIAN CONTROL [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1995, 40 (05) : 968 - 971