  Normal anxiety is considered an adaptive response to the possible presence of
danger, but is susceptible to dysregulation. Anxiety disorders are prevalent at
high frequency in contemporary human societies, yet impose substantial
disability upon their sufferers. This raises a puzzle: why has evolution left
us vulnerable to anxiety disorders? We develop a signal detection model in
which individuals must learn how to calibrate their anxiety responses: they
need to learn which cues indicate danger in the environment. We derive the
optimal strategy for doing so, and find that individuals face an inevitable
exploration-exploitation tradeoff between obtaining a better estimate of the
level of risk on one hand, and maximizing current payoffs on the other. Because
of this tradeoff, a subset of the population can become trapped in a state of
self-perpetuating over-sensitivity to threatening stimuli, even when
individuals learn optimally. This phenomenon arises because when individuals
become too cautious, they stop sampling the environment and fail to correct
their misperceptions, whereas when individuals become too careless they
continue to sample the environment and soon discover their mistakes. Thus,
over-sensitivity to threats becomes common whereas under-sensitivity becomes
rare. We suggest that this process may be involved in the development of
excessive anxiety in humans.
