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Bayesian Approach
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Classroom Contents
Adaptive Robust Stochastic Control with Applications to Finance
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- 1 Introduction
- 2 Motivation
- 3 Outline
- 4 Notations
- 5 Problems
- 6 Theta
- 7 Bayesian Approach
- 8 Robust Approach
- 9 Adaptive Approach
- 10 Confidence Regions
- 11 Description
- 12 Construction of estimators
- 13 Defining probability measures
- 14 Clarifying question
- 15 Time Consistent Problem
- 16 Subgame Perfect Strategies
- 17 Confidence Region
- 18 Interest Rate
- 19 Nature
- 20 Time Consistency
