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. It assumes that you trust the model completely. But what should a decision maker do if the model cannot be trusted? This work answers this question.
Print Book, English, 2008
Princeton University Press, Princeton, N.J., 2008
xvii, 435 p. : il., gráf. ; 27 cm
9780691114422, 0691114420
807259588
Motivation and main ideas
Standard control and filtering
Robust control
Multi-agent problems
Robust estimation and filtering
Extensions