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Optimal Learning Under Robustness and Time-Consistency

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Affiliation of Author(s):中泰证券金融研究院

Journal:Operations Research

Key Words:ambiguity;Ellsberg Paradox;learning;model uncertainty;optimal stopping;partial information;recursive utility;robust decisions;sequential testing of simple hypotheses;time-consistency

First Author:Epstein, Larry G.

Document Code:1559363932062928897

Volume:70

Issue:3

Page Number:1317-1329

Number of Words:10

Translation or Not:no

Date of Publication:2022-05-01

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