Optimal learning under robustness and time-consistency
Year of publication: |
2022
|
---|---|
Authors: | Epstein, Larry G. ; Ji, Shaolin |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 3, p. 1317-1329
|
Subject: | ambiguity | Ellsberg Paradox | learning | model uncertainty | optimal stopping | partial information | recursive utility | robust decisions | sequential testing of simple hypotheses | time-consistency | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics | Lernprozess | Learning process | Unvollkommene Information | Incomplete information | Zeitkonsistenz | Time consistency | Suchtheorie | Search theory | Risiko | Risk |
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