Epstein, Larry G.
- Optimal Learning under Robustness and Time-Consistency
2017/08/06 by Larry G. Epstein, Epstein, Larry G., Shaolin Ji +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Decision-Making and Behavioral Economics #Economic and Environmental Valuation #FOS: Economics and business #General Economics (econ.GN)
- A Central Limit Theorem for Sets of Probability Measures
2020/06/30 by Zengjing Chen, Larry G. Epstein, Chen, Zengjing +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Statistical Research #Stochastic processes and financial applications
- A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits
2021/06/10 by Zengjing Chen, Chen, Zengjing, Larry G. Epstein +3 · 1 citation
Decision Sciences · #Advanced Bandit Algorithms Research #Decision-Making and Behavioral Economics #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Probability (math.PR) #Risk and Portfolio Optimization #Theoretical Economics (econ.TH)