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