Preface

Acknowledgment

Part I: Motivation and main ideas
1. Introduction
2. Basic ideas and methods
3. A stochastic formulation

Part II: Standard control and filtering
4. Lingear control theory
5. The Kalman filter

part III: robust control
6. Time domain games for robustness
7. Frequency domain games and criteria for robustness
8. Calibrating θ with detection probabilities
9. A permanent income model
10. Competitive equilibrium models
11. Competitive equilibrium under robustness
12. Asset pricing

Part IV: Robust filtering
13. A robust filtering problem
14. Joint control and estimation

Part V: More applications
15. Multiple agents
16. Robustness in forward looking models
17. Non-linear models
18. Ramsey plans

19. References

20. Index

21. Author Index

22. Matlab Index