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

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