Comparing experiments in discounted problems

This paper compares statistical experiments in discounted problems, ranging from the simplest ones where the state is fixed and the flow of information exogenous to more complex ones, where the decision-maker controls the flow of information or the state changes over time.

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Bibliographic Details
Published inarXiv.org
Main Authors Renou, Ludovic, Venel, Xavier
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 04.06.2024
Subjects
Information flow
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Summary:This paper compares statistical experiments in discounted problems, ranging from the simplest ones where the state is fixed and the flow of information exogenous to more complex ones, where the decision-maker controls the flow of information or the state changes over time.
ISSN:2331-8422