Optimal learning under robustness and time-consistency
Larry G. Epstein, Shaolin Ji
| Year of publication: |
2022
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|---|---|
| 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
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| 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2019.1899 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366075