Robust Control and Model Uncertainty

Article Properties
  • Language
    English
  • DOI (url)
    10.1257/aer.91.2.60
  • Publication Date
    2001/05/01
  • Journal
    American Economic Review
  • Indian UGC (journal)
  • Refrences
    7
  • Citations
    744
  • Lars Peter Hansen Department of Economics, University of Chicago, 1126 E. 59th St., Chicago, IL 60637.
  • Thomas J Sargent Hoover Institution and Department of Economics, Stanford University, Stanford, CA 94305.
Cite
Hansen, Lars Peter, and Thomas J Sargent. “Robust Control and Model Uncertainty”. American Economic Review, vol. 91, no. 2, 2001, pp. 60-66, https://doi.org/10.1257/aer.91.2.60.
Hansen, L. P., & Sargent, T. J. (2001). Robust Control and Model Uncertainty. American Economic Review, 91(2), 60-66. https://doi.org/10.1257/aer.91.2.60
Hansen, Lars Peter, and Thomas J Sargent. “Robust Control and Model Uncertainty”. American Economic Review 91, no. 2 (2001): 60-66. https://doi.org/10.1257/aer.91.2.60.
Hansen LP, Sargent TJ. Robust Control and Model Uncertainty. American Economic Review. 2001;91(2):60-6.
Journal Categories
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
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Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods36
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Technology: Environmental technology. Sanitary engineering8
Social Sciences: Economic theory. Demography8
Social Sciences7
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Science: Science (General)3
Agriculture: Plant culture3
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Geography. Anthropology. Recreation: Geography (General)3
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware3
Science: Chemistry2
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Science2
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Technology: Technology (General): Industrial engineering. Management engineering: Information technology2
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Science: Physics: Heat: Thermodynamics1
The category Social Sciences: Economic theory. Demography: Economics as a science 347 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed and was published in 2001. The most recent citation comes from a 2024 study titled Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. This article reached its peak citation in 2022, with 63 citations. It has been cited in 209 different journals, 5% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 231 citations. The chart below illustrates the annual citation trends for this article.
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