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Accordingly to Maslow's pyramid, a good answer, in my opinion, in order to justify our behavior of "exploration/curiosity", could be in terms of the "physiological needs" step.

But, I think there are a lot more occurring in human psychology, for instance: "why a theoretical physicist works with subjects that don't have any sorts of immediate applications?". A fair answer would be: "because they are curious". So, we are 'curious" beings, we explore and embrace risks that are simply motivated by our curiosity.

I would like recommendations of literature and so on that discuss questions like "why do we explore?", "why we are attracted to the unknown?" and so on. So could you give me some references?

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I think a valuable lead for you may be the search term novelty seeking (or, perhaps, the synonymous neophilia) which is closely related to curiosity (Collins et al., 2004);. Although traditionally linked to impulsivity, disorderliness and risky behavior (drugs, injuries), it is recognized that novelty seeking and satisfying curiosity are closely related phenomena. The following search terms in Google Scholar yielded a stack of [seemingly] interesting papers: "scholarly + curiosity + novelty + seeking", such as:

References
- Collins et al., Personality and Individual Differences (2004); 36(5): 1127-41
- Kashdan et al., Oxford handbook of positive psychology (2009)
- Kidd & Hayden, Neuron (2015); 88(3): 449-60
- Litman et al., Personality and Individual Differences (2005); 39(6): 1123-33

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