Robust Control and Model Uncertainty

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A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (2007, background): “(5) The choice h(x) = |x |2/2 corresponds to the entropic penalty function considered in Hansen and Sargent [14] and Bordigoni et al. [4]; see Remark 2.6 below.”
Robust Dynamic Programming (2005, background): “” Our theoretical contributions are based on recent work on uncertain priors in the economics literature (Gilboa and Schmeidler [12], Epstein and Schneider [10, 11], Hansen and Sargent [15]).”
Parameter Learning in General Equilibrium: The Asset Pricing Implications (2016, neutral): “pt+1 = pBY (yt+1|y)pt pBY (yt+1|y) pt + piid (yt+1) (1− pt) , (24)”
Model Misspecification and Under-Diversification (2003, positive): “6 See Anderson, Hansen, and Sargent (1999) and Hansen and Sargent (2001a) for other interpretations of the index”
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009, background): “It also has the remarkable feature of involving, like multiplier preferences ([ HS ]), a classic concentration index.”