Robust Control, Uncertainty, Risk and Ambiguity

Deborah Swenson

Journal of Economics and Econometrics, 2024, vol. 67, issue 3, 72-90

Abstract: In this paper we study both theoretical and quantitative advances is the endogenous evolution of belief sets. A theoretical model and empirical evidence lead us to a framework of the joint dynamics of uncertainty and observables, with causal effects running in both directions.

Keywords: Robustness; resilience; uncertainty; risk; ambiguity. (search for similar items in EconPapers)
JEL-codes: E7 F02 F12 F13 L15 (search for similar items in EconPapers)
Date: 2024
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