Discounted linear exponential quadratic Gaussian control. - Lars Peter Hansen; Thomas J. Sargent (IEEE Trans. Autom. Control., 1995)

Robust estimation and control under commitment. - Lars Peter Hansen; Thomas J. Sargent (J. Econ. Theory, 2005)

Introduction to model uncertainty and robustness. - Lars Peter Hansen; Pascal J. Maenhout; Aldo Rustichini; Thomas J. Sargent; Marciano M. Siniscalchi (J. Econ. Theory, 2006)

Robust control and model misspecification. - Lars Peter Hansen; Thomas J. Sargent; Gauhar Turmuhambetova; Noah Williams (J. Econ. Theory, 2006)

Recursive robust estimation and control without commitment. - Lars Peter Hansen; Thomas J. Sargent (J. Econ. Theory, 2007)

Doubts or variability? - Francisco Barillas; Lars Peter Hansen; Thomas J. Sargent (J. Econ. Theory, 2009)

Robustness and ambiguity in continuous time. - Lars Peter Hansen; Thomas J. Sargent (J. Econ. Theory, 2011)

Pricing growth-rate risk. - Lars Peter Hansen; José A. Scheinkman (Finance Stochastics, 2012)

Structured ambiguity and model misspecification. - Lars Peter Hansen; Thomas J. Sargent (J. Econ. Theory, 2022)

A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty. - Michael Barnett; William Brock; Lars Peter Hansen; Ruimeng Hu; Joseph Huang (CoRR, 2023)