Stan Zakovic

Imperial College London - Accounting, Finance, and Macroeconomics

South Kensington campus

London SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

2

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20

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design

CEPR Discussion Paper No. 5019
Number of pages: 29 Posted: 24 Aug 2005
Stan Zakovic, Berc Rustem and Volker Wieland
Imperial College London - Accounting, Finance, and Macroeconomics, Imperial College London - Department of Computing and University of Frankfurt
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Worst-case analysis, robust control, minimax, monetary policy rules, Euro area

Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design

CFS Working Paper No. 2005/14
Posted: 06 May 2005
Berc Rustem, Volker Wieland and Stan Zakovic
Imperial College London - Department of Computing, University of Frankfurt and Imperial College London - Accounting, Finance, and Macroeconomics

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Worst-case analysis, robust control, minimax, monetary policy rules, euro area

2.

Mean Variance Optimization of Non-Linear Systems and Worst-Case Analysis

CFS Working Paper No. 2006/03
Posted: 07 Jun 2006
Imperial College London, Imperial College London - Department of Computing, University of Frankfurt and Imperial College London - Accounting, Finance, and Macroeconomics

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