Asymptotic optimality of the generalized cμ rule under model uncertainty

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.03.004 ◽

2021 ◽

Vol 136 ◽

pp. 206-236

Author(s):

Asaf Cohen ◽

Subhamay Saha

Keyword(s):

Model Uncertainty ◽

Asymptotic Optimality

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The use of Identified Model Uncertainty in Control Design for the ASTREX Structure

1993 American Control Conference ◽

10.23919/acc.1993.4793457 ◽

1993 ◽

Author(s):

Henk Aling ◽

Robert L. Kosut

Keyword(s):

Model Uncertainty ◽

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Optimal Deployment of Drifting Acoustic Sensors: Sensitivity of Lagrangian Coherent Structure Boundaries to Model Uncertainty

10.21236/ada573214 ◽

2007 ◽

Author(s):

A. C. Poje

Keyword(s):

Coherent Structure ◽

Model Uncertainty ◽

Acoustic Sensors ◽

Lagrangian Coherent Structure ◽

Optimal Deployment

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Regulatory Modeling for the Idaho National Engineering and Environmental Laboratory's Subsurface Disposal Area and Conceptual Model Uncertainty Treatment

Vadose Zone Journal ◽

10.2136/vzj2004.0059 ◽

2004 ◽

Vol 3 (1) ◽

pp. 59

Author(s):

Swen Magnuson

Keyword(s):

Conceptual Model ◽

Model Uncertainty ◽

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Portfolio Choice Implications of Parameter and Model Uncertainty in Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.1102854 ◽

2008 ◽

Author(s):

Deniz Kebabci

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

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Hierarchical Production Planning in a Stochastic Manufacturing System with Long-Run Average Cost: Asymptotic Optimality and Error Bounds

SSRN Electronic Journal ◽

10.2139/ssrn.1125453 ◽

1998 ◽

Author(s):

Suresh Sethi ◽

Hanqin Zhang ◽

Qing Zhang

Keyword(s):

Production Planning ◽

Error Bounds ◽

Average Cost ◽

Manufacturing System ◽

Asymptotic Optimality ◽

Hierarchical Production Planning ◽

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Model Uncertainty and Insurance of Structured Bonds

SSRN Electronic Journal ◽

10.2139/ssrn.2129785 ◽

2012 ◽

Author(s):

Ji Yeol Jimmy Oh

Keyword(s):

Model Uncertainty

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Advancing Style Analysis and Risk Modeling by Incorporating Model Uncertainty with Bayesian Model Averaging

SSRN Electronic Journal ◽

10.2139/ssrn.2346295 ◽

2013 ◽

Author(s):

Hao (David) Zhou

Keyword(s):

Model Uncertainty ◽

Bayesian Model ◽

Bayesian Model Averaging ◽

Model Averaging ◽

Style Analysis ◽

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Short Selling with Model Uncertainty and Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.2364929 ◽

2013 ◽

Author(s):

yun liao

Keyword(s):

Model Uncertainty ◽

Short Selling ◽

Heterogeneous Beliefs

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Model Uncertainty in Operational Risk Modeling

SSRN Electronic Journal ◽

10.2139/ssrn.2603369 ◽

2015 ◽

Author(s):

Daoping Yu ◽

Vytaras Brazauskas

Keyword(s):

Model Uncertainty ◽

Operational Risk ◽

Risk Modeling ◽

Operational Risk Modeling

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Fooled by Randomness? Financial Decision-Making Under Model Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.2617151 ◽

2015 ◽

Author(s):

Elise Payzan-LeNestour

Keyword(s):

Decision Making ◽

Model Uncertainty ◽

Financial Decision Making ◽

Financial Decision

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