{
"cells": [
{
"cell_type": "markdown",
"id": "f068c11d",
"metadata": {},
"source": [
"\n",
""
]
},
{
"cell_type": "markdown",
"id": "3f64bbad",
"metadata": {},
"source": [
"# References\n",
"\n",
"\n",
"\\[Abr88\\] Dilip Abreu. On the theory of infinitely repeated games with discounting. *Econometrica*, 56:383–396, 1988.\n",
"\n",
"\n",
"\\[APS90\\] Dilip Abreu, David Pearce, and Ennio Stacchetti. Toward a theory of discounted repeated games with imperfect monitoring. *Econometrica*, 58(5):1041–1063, September 1990.\n",
"\n",
"\n",
"\\[AMSSeppala02\\] S Rao Aiyagari, Albert Marcet, Thomas J Sargent, and Juha Seppälä. Optimal taxation without state-contingent debt. *Journal of Political Economy*, 110(6):1220–1254, 2002.\n",
"\n",
"\n",
"\\[AMS02\\] Franklin Allen, Stephen Morris, and Hyun Song Shin. Beauty contests, bubbles, and iterated expectations in asset markets. *mimeo*, 2002.\n",
"\n",
"\n",
"\\[AHMS96\\] Evan Anderson, Lars Peter Hansen, Ellen R. McGrattan, and Thomas J. Sargent. Mechanics of forming and estimating dynamic linear economies. In Hans M. Amman, David A. Kendrick, and John Rust, editors, *Handbook of computational economics*, 171–252. Elsevier Science, North-Holland, 1996.\n",
"\n",
"\n",
"\\[AHS03\\] Evan W. Anderson, Lars Peter Hansen, and Thomas J. Sargent. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection. *Journal of the European Economic Association*, 1(1):68–123, March 2003. URL: [https://ideas.repec.org/a/tpr/jeurec/v1y2003i1p68-123.html](https://ideas.repec.org/a/tpr/jeurec/v1y2003i1p68-123.html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[Are08\\] Cristina Arellano. Default risk and income fluctuations in emerging economies. *The American Economic Review*, pages 690–712, 2008.\n",
"\n",
"\n",
"\\[AP91\\] Papoulis Athanasios and S Unnikrishna Pillai. *Probability, random variables, and stochastic processes*. Mc-Graw Hill, 1991.\n",
"\n",
"\n",
"\\[AP11\\] Orazio P Attanasio and Nicola Pavoni. Risk sharing in private information models with asset accumulation: explaining the excess smoothness of consumption. *Econometrica*, 79(4):1027–1068, 2011.\n",
"\n",
"\n",
"\\[BCZ14\\] David Backus, Mikhail Chernov, and Stanley Zin. Sources of Entropy in Representative Agent Models. *Journal of Finance*, 69(1):51–99, February 2014. URL: [https://ideas.repec.org/a/bla/jfinan/v69y2014i1p51-99.html](https://ideas.repec.org/a/bla/jfinan/v69y2014i1p51-99.html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[BHS09\\] Francisco Barillas, Lars Peter Hansen, and Thomas J. Sargent. Doubts or variability? *Journal of Economic Theory*, 144(6):2388–2418, November 2009. URL: [https://ideas.repec.org/a/eee/jetheo/v144y2009i6p2388-2418.html](https://ideas.repec.org/a/eee/jetheo/v144y2009i6p2388-2418.html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[Bar79\\] Robert J Barro. On the Determination of the Public Debt. *Journal of Political Economy*, 87(5):940–971, 1979.\n",
"\n",
"\n",
"\\[Bar99\\] Robert J Barro. Determinants of democracy. *Journal of Political economy*, 107(S6):S158–S183, 1999.\n",
"\n",
"\n",
"\\[BM03\\] Robert J Barro and Rachel McCleary. Religion and economic growth. Technical Report, National Bureau of Economic Research, 2003.\n",
"\n",
"\n",
"\\[BEGS17\\] Anmol Bhandari, David Evans, Mikhail Golosov, and Thomas J. Sargent. Fiscal Policy and Debt Management with Incomplete Markets. *The Quarterly Journal of Economics*, 132(2):617–663, 2017.\n",
"\n",
"\n",
"\\[BCG18\\] Alberto Bisin, Gian Luca Clementi, and Piero Gottardi. Capital and hedging demand with incomplete markets. Technical Report, NYU and EUI, 2018.\n",
"\n",
"\n",
"\\[BL92\\] Fischer Black and Robert Litterman. Global portfolio optimization. *Financial analysts journal*, 48(5):28–43, 1992.\n",
"\n",
"\n",
"\\[Buc04\\] James A. Bucklew. *An Introduction to Rare Event Simulation*. Springer Verlag, New York, 2004.\n",
"\n",
"\n",
"\\[Cag56\\] Philip Cagan. The monetary dynamics of hyperinflation. In Milton Friedman, editor, *Studies in the Quantity Theory of Money*, pages 25–117. University of Chicago Press, Chicago, 1956.\n",
"\n",
"\n",
"\\[Cal78\\] Guillermo A. Calvo. On the time consistency of optimal policy in a monetary economy. *Econometrica*, 46(6):1411–1428, 1978.\n",
"\n",
"\n",
"\\[CR83\\] Gary Chamberlain and Michael Rothschild. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets. *Econometrica*, 51(5):1281–1304, September 1983. URL: [https://ideas.repec.org/a/ecm/emetrp/v51y1983i5p1281-304.html](https://ideas.repec.org/a/ecm/emetrp/v51y1983i5p1281-304.html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[Cha98\\] Roberto Chang. Credible monetary policy in an infinite horizon model: recursive approaches. *Journal of Economic Theory*, 81(2):431–461, 1998.\n",
"\n",
"\n",
"\\[CK90\\] Varadarajan V Chari and Patrick J Kehoe. Sustainable plans. *Journal of Political Economy*, pages 783–802, 1990.\n",
"\n",
"\n",
"\\[Coa37\\] Ronald Harry Coase. The nature of the firm. *economica*, 4(16):386–405, 1937.\n",
"\n",
"\n",
"\\[Coc05\\] John H. Cochrane. *Asset Pricing: revised edition*. Princeton University Press, Princeton, New Jersey, 2005.\n",
"\n",
"\n",
"\\[CC08\\] J. D. Cryer and K-S. Chan. *Time Series Analysis*. Springer, 2nd edition edition, 2008.\n",
"\n",
"\n",
"\\[DJ92\\] Raymond J Deneckere and Kenneth L Judd. Cyclical and chaotic behavior in a dynamic equilibrium model, with implications for fiscal policy. *Cycles and chaos in economic equilibrium*, pages 308–329, 1992.\n",
"\n",
"\n",
"\\[Dic75\\] J Dickey. Bayesian alternatives to the f-test and least-squares estimate in the normal linear model. In S.E. Fienberg and A. Zellner, editors, *Studies in Bayesian econometrics and statistics*, pages 515–554. North-Holland, Amsterdam, 1975.\n",
"\n",
"\n",
"\\[DVGC99\\] JBR Do Val, JC Geromel, and OLV Costa. Solutions for the linear-quadratic control problem of markov jump linear systems. *Journal of Optimization Theory and Applications*, 103(2):283–311, 1999.\n",
"\n",
"\n",
"\\[Fri56\\] M. Friedman. *A Theory of the Consumption Function*. Princeton University Press, 1956.\n",
"\n",
"\n",
"\\[Gal37\\] Albert Gallatin. Report on the finances**, november, 1807. In *Reports of the Secretary of the Treasury of the United States, Vol 1*. Government printing office, Washington, DC, 1837.\n",
"\n",
"\n",
"\\[GS89\\] Itzhak Gilboa and David Schmeidler. Maxmin Expected Utility with Non-Unique Prior. *Journal of Mathematical Economics*, 18(2):141–153, apr 1989.\n",
"\n",
"\n",
"\\[Hal78\\] Robert E Hall. Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence. *Journal of Political Economy*, 86(6):971–987, 1978.\n",
"\n",
"\n",
"\\[HS08a\\] L P Hansen and T J Sargent. *Robustness*. Princeton University Press, 2008.\n",
"\n",
"\n",
"\\[Han12\\] Lars Peter Hansen. Dynamic Valuation Decomposition Within Stochastic Economies. *Econometrica*, 80(3):911–967, May 2012. URL: [https://ideas.repec.org/a/ecm/emetrp/v80y2012i3p911-967.html](https://ideas.repec.org/a/ecm/emetrp/v80y2012i3p911-967.html), [doi:10.3982/ECTA8070](https://doi.org/10.3982/ECTA8070).\n",
"\n",
"\n",
"\\[HJ91\\] Lars Peter Hansen and Ravi Jagannathan. Implications of Security Market Data for Models of Dynamic Economies. *Journal of Political Economy*, 99(2):225–262, April 1991. URL: [https://ideas.repec.org/a/ucp/jpolec/v99y1991i2p225-62.html](https://ideas.repec.org/a/ucp/jpolec/v99y1991i2p225-62.html), [doi:10.1086/261749](https://doi.org/10.1086/261749).\n",
"\n",
"\n",
"\\[HR87\\] Lars Peter Hansen and Scott F Richard. The Role of Conditioning Information in Deducing Testable. *Econometrica*, 55(3):587–613, May 1987.\n",
"\n",
"\n",
"\\[HS80\\] Lars Peter Hansen and Thomas J Sargent. Formulating and estimating dynamic linear rational expectations models. *Journal of Economic Dynamics and control*, 2:7–46, 1980.\n",
"\n",
"\n",
"\\[HS00\\] Lars Peter Hansen and Thomas J Sargent. Wanting robustness in macroeconomics. *Manuscript, Department of Economics, Stanford University.*, 2000.\n",
"\n",
"\n",
"\\[HS08b\\] Lars Peter Hansen and Thomas J Sargent. *Robustness*. Princeton University Press, 2008.\n",
"\n",
"\n",
"\\[HS01\\] Lars Peter Hansen and Thomas J. Sargent. Robust control and model uncertainty. *American Economic Review*, 91(2):60–66, 2001.\n",
"\n",
"\n",
"\\[HS13\\] Lars Peter Hansen and Thomas J. Sargent. *Recursive Linear Models of Dynamic Economics*. Princeton University Press, Princeton, New Jersey, 2013.\n",
"\n",
"\n",
"\\[HS24\\] Lars Peter Hansen and Thomas J. Sargent. Risk, uncertainty, and value. University of Chicago and NYU manuscript, 2024.\n",
"\n",
"\n",
"\\[HST99\\] Lars Peter Hansen, Thomas J. Sargent, and Thomas D. Tallarini. Robust Permanent Income and Pricing. *Review of Economic Studies*, 66(4):873–907, 1999. URL: [https://ideas.repec.org/a/oup/restud/v66y1999i4p873-907..html](https://ideas.repec.org/a/oup/restud/v66y1999i4p873-907..html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[HK79\\] J. Michael Harrison and David M. Kreps. Martingales and arbitrage in multiperiod securities markets. *Journal of Economic Theory*, 20(3):381–408, June 1979. URL: [https://ideas.repec.org/a/eee/jetheo/v20y1979i3p381-408.html](https://ideas.repec.org/a/eee/jetheo/v20y1979i3p381-408.html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[HK85\\] Elhanan Helpman and Paul Krugman. *Market structure and international trade*. MIT Press Cambridge, 1985.\n",
"\n",
"\n",
"\\[HLL96\\] O Hernandez-Lerma and J B Lasserre. *Discrete-Time Markov Control Processes: Basic Optimality Criteria*. Number Vol 1 in Applications of Mathematics Stochastic Modelling and Applied Probability. Springer, 1996.\n",
"\n",
"\n",
"\\[HN97\\] Hugo A Hopenhayn and Juan Pablo Nicolini. Optimal Unemployment Insurance. *Journal of Political Economy*, 105(2):412–438, April 1997. URL: [https://ideas.repec.org/a/ucp/jpolec/v105y1997i2p412-38.html](https://ideas.repec.org/a/ucp/jpolec/v105y1997i2p412-38.html), [doi:10.1086/262078](https://doi.org/10.1086/262078).\n",
"\n",
"\n",
"\\[HR93\\] Hugo A Hopenhayn and Richard Rogerson. Job Turnover and Policy Evaluation: A General Equilibrium Analysis. *Journal of Political Economy*, 101(5):915–938, 1993.\n",
"\n",
"\n",
"\\[Jac73\\] D. H. Jacobson. Optimal stochastic linear systems with exponential performance criteria and their relation to differential games. *IEEE Transactions on Automatic Control*, 18(2):124–131, 1973.\n",
"\n",
"\n",
"\\[Jud98\\] K L Judd. *Numerical Methods in Economics*. Scientific and Engineering. MIT Press, 1998.\n",
"\n",
"\n",
"\\[Jud85\\] Kenneth L Judd. On the performance of patents. *Econometrica*, pages 567–585, 1985.\n",
"\n",
"\n",
"\\[JYC03\\] Kenneth L. Judd, Sevin Yeltekin, and James Conklin. Computing Supergame Equilibria. *Econometrica*, 71(4):1239–1254, 07 2003. URL: [https://ideas.repec.org/a/ecm/emetrp/v71y2003i4p1239-1254.html](https://ideas.repec.org/a/ecm/emetrp/v71y2003i4p1239-1254.html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[Kas00\\] Kenneth Kasa. Forecasting the forecasts of others in the frequency domain. *Review of Economic Dynamics*, 3:726–756, 2000.\n",
"\n",
"\n",
"\\[KNS18\\] Tomoo Kikuchi, Kazuo Nishimura, and John Stachurski. Span of control, transaction costs, and the structure of production chains. *Theoretical Economics*, 13(2):729–760, 2018.\n",
"\n",
"\n",
"\\[Kni21\\] Frank H. Knight. *Risk, Uncertainty, and Profit*. Houghton Mifflin, 1921.\n",
"\n",
"\n",
"\\[Kre81\\] David M. Kreps. Arbitrage and equilibrium in economies with infinitely many commodities. *Journal of Mathematical Economics*, 8(1):15–35, March 1981. URL: [https://ideas.repec.org/a/eee/mateco/v8y1981i1p15-35.html](https://ideas.repec.org/a/eee/mateco/v8y1981i1p15-35.html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[KP80\\] Finn E Kydland and Edward C Prescott. Dynamic optimal taxation, rational expectations and optimal control. *Journal of Economic Dynamics and Control*, 2:79–91, 1980.\n",
"\n",
"\n",
"\\[LM94\\] A Lasota and M C MacKey. *Chaos, Fractals, and Noise: Stochastic Aspects of Dynamics*. Applied Mathematical Sciences. Springer-Verlag, 1994.\n",
"\n",
"\n",
"\\[Lea78\\] Edward E Leamer. *Specification searches: Ad hoc inference with nonexperimental data*. Volume 53. John Wiley & Sons Incorporated, 1978.\n",
"\n",
"\n",
"\\[LWY13\\] Eric M. Leeper, Todd B. Walker, and Shu‐Chun Susan Yang. Fiscal foresight and information flows. *Econometrica*, 81(3):1115–1145, May 2013.\n",
"\n",
"\n",
"\\[LS18\\] L Ljungqvist and T J Sargent. *Recursive Macroeconomic Theory*. MIT Press, 4 edition, 2018.\n",
"\n",
"\n",
"\\[Luc87\\] Robert E Lucas. *Models of business cycles*. Volume 26. Oxford Blackwell, 1987.\n",
"\n",
"\n",
"\\[Luc78\\] Robert E Lucas, Jr. Asset prices in an exchange economy. *Econometrica: Journal of the Econometric Society*, 46(6):1429–1445, 1978.\n",
"\n",
"\n",
"\\[LS83\\] Robert E Lucas, Jr. and Nancy L Stokey. Optimal Fiscal and Monetary Policy in an Economy without Capital. *Journal of monetary Economics*, 12(3):55–93, 1983.\n",
"\n",
"\n",
"\\[MMR06\\] Fabio Maccheroni, Massimo Marinacci, and Aldo Rustichini. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences. *Econometrica*, 74(6):1147–1498, 2006.\n",
"\n",
"\n",
"\\[MT09\\] S P Meyn and R L Tweedie. *Markov Chains and Stochastic Stability*. Cambridge University Press, 2009.\n",
"\n",
"\n",
"\\[MF02\\] Mario J Miranda and P L Fackler. *Applied Computational Economics and Finance*. Cambridge: MIT Press, 2002.\n",
"\n",
"\n",
"\\[MM58\\] Franco Modigliani and Merton H. Miller. Corporation finance and the theory of investment. *American Economic Review*, XLVIII(3):261–297, 1958.\n",
"\n",
"\n",
"\\[Mut60\\] John F Muth. Optimal properties of exponentially weighted forecasts. *Journal of the american statistical association*, 55(290):299–306, 1960.\n",
"\n",
"\n",
"\\[Orf88\\] Sophocles J Orfanidis. *Optimum Signal Processing: An Introduction*. McGraw Hill Publishing, New York, New York, 1988.\n",
"\n",
"\n",
"\\[PCL86\\] Joseph Pearlman, David Currie, and Paul Levine. Rational Expectations Models with Private Information. *Economic Modelling*, 3(2):90–105, 1986.\n",
"\n",
"\n",
"\\[PS05\\] Joseph G. Pearlman and Thomas J. Sargent. Knowing the Forecasts of Others. *Review of Economic Dynamics*, 8(2):480–497, April 2005. URL: [https://ideas.repec.org/a/red/issued/v8y2005i2p480-497.html](https://ideas.repec.org/a/red/issued/v8y2005i2p480-497.html), [doi:10.1016/j.red.2004.10.011](https://doi.org/10.1016/j.red.2004.10.011).\n",
"\n",
"\n",
"\\[Put05\\] Martin L Puterman. *Markov decision processes: discrete stochastic dynamic programming*. John Wiley & Sons, 2005.\n",
"\n",
"\n",
"\\[Ram27\\] F. P. Ramsey. A Contribution to the theory of taxation. *Economic Journal*, 37(145):47–61, 1927.\n",
"\n",
"\n",
"\\[REL75\\] Jr. Robert E. Lucas. An equilibrium model of the business cycle. *Journal of Political Economy*, 83:1113–1144, 1975.\n",
"\n",
"\n",
"\\[Rom05\\] Steven Roman. *Advanced linear algebra*. Volume 3. Springer, 2005.\n",
"\n",
"\n",
"\\[RMS94\\] Sherwin Rosen, Kevin M Murphy, and Jose A Scheinkman. Cattle cycles. *Journal of Political Economy*, 102(3):468–492, 1994.\n",
"\n",
"\n",
"\\[Ros78\\] Stephen A Ross. A Simple Approach to the Valuation of Risky Streams. *The Journal of Business*, 51(3):453–475, July 1978. URL: [https://ideas.repec.org/a/ucp/jnlbus/v51y1978i3p453-75.html](https://ideas.repec.org/a/ucp/jnlbus/v51y1978i3p453-75.html).\n",
"\n",
"\n",
"\\[Ros76\\] Stephen A. Ross. The arbitrage theory of capital asset pricing. *Journal of Economic Theory*, 13(3):341–360, December 1976. URL: [https://ideas.repec.org/a/eee/jetheo/v13y1976i3p341-360.html](https://ideas.repec.org/a/eee/jetheo/v13y1976i3p341-360.html), [doi:](https://doi.org/).\n",
"\n",
"\n",
"\\[Roz67\\] Y. A. Rozanov. *Stationary Random Processes*. Holden-Day, San Francisco, 1967.\n",
"\n",
"\n",
"\\[Rus96\\] John Rust. Numerical dynamic programming in economics. *Handbook of computational economics*, 1:619–729, 1996.\n",
"\n",
"\n",
"\\[RR04\\] Jaewoo Ryoo and Sherwin Rosen. The engineering labor market. *Journal of political economy*, 112(S1):S110–S140, 2004.\n",
"\n",
"\n",
"\\[SHR91\\] Thomas Sargent, Lars Peter Hansen, and Will Roberts. Observable implications of present value budget balance. In *Rational Expectations Econometrics*. Westview Press, 1991.\n",
"\n",
"\n",
"\\[Sar77\\] Thomas J Sargent. The Demand for Money During Hyperinflations under Rational Expectations: I. *International Economic Review*, 18(1):59–82, February 1977.\n",
"\n",
"\n",
"\\[Sar87\\] Thomas J Sargent. *Macroeconomic Theory*. Academic Press, New York, 2nd edition, 1987.\n",
"\n",
"\n",
"\\[SW73\\] Thomas J Sargent and Neil Wallace. The stability of models of money and growth with perfect foresight. *Econometrica: Journal of the Econometric Society*, pages 1043–1048, 1973.\n",
"\n",
"\n",
"\\[Sar91\\] Thomas J. Sargent. Equilibrium with signal extraction from endogenous variables. *Journal of Economic Dynamics and Control*, 15:245–273, 1991.\n",
"\n",
"\n",
"\\[SW49\\] Claude E. Shannon and Warren Weaver. *The Mathematical Theory of Communication*. University of Illinois Press, Urbana, 1949.\n",
"\n",
"\n",
"\\[SW79\\] Steven Shavell and Laurence Weiss. The optimal payment of unemployment insurance benefits over time. *Journal of political Economy*, 87(6):1347–1362, 1979.\n",
"\n",
"\n",
"\\[Shi95\\] A N Shiriaev. *Probability*. Graduate texts in mathematics. Springer. Springer, 2nd edition, 1995.\n",
"\n",
"\n",
"\\[Sin87\\] Kenneth J. Singleton. Asset prices in a time-series model with disparately informed competitive traders. In William A. Barnett and Kenneth J. Singleton, editors, *New Apprroaches to Monetary Economics*. Cambridge University Press, 1987.\n",
"\n",
"\n",
"\\[SLP89\\] N L Stokey, R E Lucas, and E C Prescott. *Recursive Methods in Economic Dynamics*. Harvard University Press, 1989.\n",
"\n",
"\n",
"\\[Sto89\\] Nancy L Stokey. Reputation and time consistency. *The American Economic Review*, pages 134–139, 1989.\n",
"\n",
"\n",
"\\[Sto91\\] Nancy L. Stokey. Credible public policy. *Journal of Economic Dynamics and Control*, 15(4):627–656, October 1991.\n",
"\n",
"\n",
"\\[SW09\\] Lars E.O. Svensson and Noah Williams. Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach. In Klaus Schmidt-Hebbel, Carl E. Walsh, Norman Loayza (Series Editor), and Klaus Schmidt-Hebbel (Series, editors, *Monetary Policy under Uncertainty and Learning*, volume 13 of Central Banking, Analysis, and Economic Policies Book Series, chapter 3, pages 077–114. Central Bank of Chile, edition, March 2009.\n",
"\n",
"\n",
"\\[SW+08\\] Lars EO Svensson, Noah Williams, and others. Optimal monetary policy under uncertainty: a markov jump-linear-quadratic approach. *Federal Reserve Bank of St. Louis Review*, 90(4):275–293, 2008.\n",
"\n",
"\n",
"\\[Tal00\\] Thomas D Tallarini. Risk-sensitive real business cycles. *Journal of Monetary Economics*, 45(3):507–532, June 2000.\n",
"\n",
"\n",
"\\[Tow83\\] Robert M. Townsend. Forecasting the forecasts of others. *Journal of Political Economy*, 91:546–588, 1983.\n",
"\n",
"\n",
"\\[Whi63\\] Peter Whittle. *Prediction and regulation by linear least-square methods*. English Univ. Press, 1963.\n",
"\n",
"\n",
"\\[Whi81\\] Peter Whittle. Risk-sensitive linear/quadratic/gaussian control. *Advances in Applied Probability*, 13(4):764–777, 1981.\n",
"\n",
"\n",
"\\[Whi83\\] Peter Whittle. *Prediction and Regulation by Linear Least Squares Methods*. University of Minnesota Press, Minneapolis, Minnesota, 2nd edition, 1983.\n",
"\n",
"\n",
"\\[Whi90\\] Peter Whittle. *Risk-Sensitive Optimal Control*. Wiley, New York, 1990."
]
}
],
"metadata": {
"date": 1728369870.5365632,
"filename": "zreferences.md",
"kernelspec": {
"display_name": "Python",
"language": "python3",
"name": "python3"
},
"title": "References"
},
"nbformat": 4,
"nbformat_minor": 5
}