Optimal Learning Under Robustness and Time-Consistency
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DOI: 10.1287/opre.2019.1899
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- Larry G. Epstein & Shaolin Ji, 2017. "Optimal Learning under Robustness and Time-Consistency," Papers 1708.01890, arXiv.org, revised Mar 2019.
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- Luis H. R. Alvarez E. & Soren Christensen, 2019. "The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts," Papers 1906.07533, arXiv.org.
- Roxane Bricet, 2018. "The price for instrumentally valuable information," THEMA Working Papers 2018-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Farzad Pourbabaee, 2021. "Robust Experimentation in the Continuous Time Bandit Problem," Papers 2104.00102, arXiv.org.
- Luis H. R. Alvarez E. & Soren Christensen, 2019. "A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty," Papers 1907.04046, arXiv.org.
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Keywords
Special Issue: Mathematical Models of Individual and Group Decision Making in Operations Research (in honor of Kenneth Arrow); ambiguity; robust decisions; learning; partial information; optimal stopping; sequential testing of simple hypotheses; Ellsberg Paradox; recursive utility; time-consistency; model uncertainty;All these keywords.
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