Set Coverage and Robust Policy

Henry, Marc; Onatski, Alexei

Set Coverage and Robust Policy

We show that confidence regions covering the identified set may be preferable to confidence regions covering each of its points in robust control applications.

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Release date October 1, 2011

Reference number 2011s-61

Author(s) Marc Henry and Alexei Onatski

Publication type Working Papers

Keywords partial identification, set coverage, maxmin expected utility, robust control

Référence bibliographique Henry, M., & Onatski, A. (2011). Set Coverage and Robust Policy (2011s-61, Working Papers, CIRANO.) https://iaetfindurable.ca/en/summaries/2011s-61

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