'Certainty equivalence' presentation slideshows

DSGE Models and Optimal Monetary Policy

749 views • 36 slides

Working with Uncertainty in Model Predictive Control

Working with Uncertainty in Model Predictive Control. Bob Bitmead University of California, San Diego. Nonlinear MPC Workshop. 4 April, 2005, Sheffield UK. Outline. Model Predictive Control Constrained receding horizon optimal control

583 views • 36 slides

Working with Uncertainty in Model Predictive Control

Working with Uncertainty in Model Predictive Control. Bob Bitmead University of California, San Diego. Nonlinear MPC Workshop. 4 April, 2005, Sheffield UK. Outline. Model Predictive Control Constrained receding horizon optimal control

551 views • 36 slides

Programming exercises: Angel lmsu Submit via zip or tar Write-up, Results, Code

418 views • 25 slides

Consumption, Production, Welfare B: Choice under Uncertainty

Consumption, Production, Welfare B: Choice under Uncertainty. Univ. Prof. dr. Maarten Janssen University of Vienna Winter semester 2013. Many applications. Why do people take insurance? Why do people buy lottery tickets? Why do they do both?

294 views • 15 slides

Mean-Variance as Expected Utility

Mean-Variance as Expected Utility. Lecture 4. Expected Utility IV(1). Expected Utility/Expected Value-Variance. Expected Utility IV(2). Expected Utility IV(3). Next, we want to complete the square in the exponent. Expected Utility IV(4). Elicitation of Risk Aversion Coefficients

363 views • 12 slides