Optimal Dynamic Information Acquisition

DOI10.3982/ECTA17787MaRDI QIDQ6181690zbMATH OpenFDO

Authors

Publication date 23 January 2024

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ECTA17787

zbMATH Keywords

Poisson processrational inattentiondynamic information acquisition

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Cites work

• scientific article; zbMATH DE number 3474804 (Why is no real title available?)
• scientific article; zbMATH DE number 3637702 (Why is no real title available?)
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• On the Gittins index for multiarmed bandits
• On the existence of monotone pure-strategy perfect Bayesian equilibrium in games with complementarities
• Optimal Dynamic Information Acquisition
• Optimal Search for the Best Alternative
• Optimal learning before choice
• Rational inattention dynamics: inertia and delay in decision-making
• Repeated games with incomplete information. With the collaboration of Richard E. Stearns
• Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales
• Strategic Experimentation
• The Optimal Level of Experimentation
• Time lotteries and stochastic impatience
• Whether or not to open Pandora's box

Cited in

(3)

• Dynamic discrete choice under rational inattention
• Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets
• Optimal Dynamic Information Acquisition

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