Applications of robust optimal control to decision making in the presence of uncertainty
This thesis is concerned with robustness of decision making in financial economics. Feedback control models developed in engineering are applied to three separate though linked problems in order to examine the role and impact of robustness in the creation and application of decision rules. Three pro...
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City University London
2005
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.433415 |