I'll go the opposite route from others in this thread: He didn't think he would win, he was just running to milk the process.

He was running in what was supposed to be a safe Dem district, and was considered a longshot until well into October. His plan was to win by losing: the campaign was a way to build his reputation, build his scam businesses, and harvest campaign donations for personal gain. He had no plan for what he would do if he actually won - he never even considered what would happen if he faced real scrutiny because so far in his life he has been able to just walk away from his misdeeds with no real punishment.

Plus he's a fabulist: he lives feeling that all of his lies are "his truth". Even jail time won't stop that, he'll just reboot with fresh lies.