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Probability and statistics / Stochastic differential equations / Markov processes / Dynamic programming / Markov chain / Lars Peter Hansen / Bellman equation / Filtering problem / Kalman filter / Statistics / Control theory / Markov models


nocommit_revision_2010.dvi
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Document Date: 2015-04-08 13:04:21

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Company

T1 / T2 / Hoover / /

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Facility

Thomas J. Sargent New York University / Control Without Commitment1 Lars Peter Hansen University of Chicago Email / /

IndustryTerm

mathematical tools / machinery / finance / /

NaturalFeature

mt+1 Mt / Mt mt+1 / /

Organization

New York University / National Science Foundation / Recursive Robust Estimation and Control Without Commitment1 Lars Peter Hansen University of Chicago Email / /

Person

Tomasz Piskorski / Kenneth Kasa / Ricardo Mayer / Thomas J. Sargent / Grace Tsiang / Martin Feldstein / Cho / Robert E. Lucas / Anastasios Karantounias / Hansen / Lars Peter / /

Position

editor / model / approximating model / large player / representative / pure-endowment asset pricing model of Hansen / model of Hansen / /

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