内容

目次

Preface xv Acknowledgments xvii Part I: Motivation and main ideasChapter 1: Introduction 3 Chapter 2: Basic ideas and methods 25 Chapter 3:A stochastic formulation 53 Part II: Standard control and filteringChapter 4: Linear control theory 67 Chapter 5: The Kalman filter 103Part III: Robust control Chapter 6: Static multiplier and constraint games119 Chapter 7: Time domain games for attaining robustness 139 Chapter 8:Frequency domain games and criteria for robustness 173 Chapter 9:Calibrating misspecification fears with detection error probabilities 213Chapter 10: A permanent income model 223 Part IV: Multi-agent problemsChapter 11: Competitive equilibria without robustness 253 Chapter 12:Competitive equilibria with robustness 271 Chapter 13: Asset pricing 295Chapter 14: Risk sensitivity, model uncertainty, and asset pricing 307Chapter 15: Markov perfect equilibria with robustness 327 Chapter 16:Robustness in forward-looking models 333 Part V: Robust estimation andfiltering Chapter 17: Robust filtering with commitment 359 Chapter 18:Robust filtering without commitment 383 Part VI: Extensions Chapter 19:Alternative approaches 403 References 413 Index 427 Author Index 431Matlab Index 435