内容摘要 不确定性下决策的标准理论建议决策者建立一个将结果与决策联系起来的统计模型,然后选择结果的优分布。这假设决策者完全信任模型。但是,如果模型不可信,决策者应该怎么做? Lars Hansen和Thomas Sargent,两位主要的宏观经济学家,在着手回答这个问题时,推动了这个领域的发展。他们采用稳健的控制技术,并将其应用于经济领域。通过使用这一理论让决策者承认经济模型的错误,作者发展应用到动态宏观经济学的各种问题。 这本书技术性强、严谨且自成体系,对于那些试图提高决策过程的稳健性的宏观经济学家来说将是有用的。 The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do if the model cannot be trusted? Lars Hansen and Thomas Sargent, two leading macroeconomists, push the field forward as they set about answering this question. They adapt robust control techniques and apply them to economics. By using this theory to let decision makers acknowledge misspecification in economic modeling, the authors develop applications to a variety of problems in dynamic macroeconomics. Technical, rigorous, and self-contained, this book will be useful for macroeconomists who seek to improve the robustness of decision-making processes.
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