Information in Continuous Time Decision Models with Many Agents

DOI10.1017/S0269964800004551MaRDI QIDQ5485387zbMATH OpenOpenAlexFDO

Authors Monica Brezzi, Marco Scarsini, Bruno Bassan

Publication date 30 August 2006

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800004551

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites work

• Compatible Measures and Merging
• Correlated Equilibrium as an Expression of Bayesian Rationality
• Formulation of Bayesian analysis for games with incomplete information
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• Learning in extensive-form games. I: Self-confirming equilibria
• Merging of Opinions with Increasing Information
• On the value of information in multi-agent decision theory
• Rational Learning Leads to Nash Equilibrium
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
• Subjective Equilibrium in Repeated Games
• Subjective games and equilibria
• Subjectivity and correlation in randomized strategies
• Weak and strong merging of opinions

Cited in

(8)

• Timing of information in agency problems with hidden actions
• On the value of information in multi-agent decision theory
• Parallel search for information in continuous time -- optimal stopping and geometry of the PDE
• scientific article; zbMATH DE number 1594532 (Why is no real title available?)
• scientific article; zbMATH DE number 5010820 (Why is no real title available?)
• Systems of Bounded Rational Agents with Information-Theoretic Constraints
• Ergodicity, Decisions, and Partial Information
• Discrete Actions in Information-Constrained Decision Problems

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