Identification and welfare evaluation in sequential sampling models

DOI10.1007/S11238-021-09826-ZMaRDI QIDQ2114574zbMATH OpenOpenAlexFDO

Authors Jetlir Duraj, Yi-Hsuan Lin

Publication date 15 March 2022

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11238-021-09826-z

zbMATH Keywords

random choicesequential samplinginformation costsdiscount factordecision time

Mathematics Subject Classification ID

Decision theory (91B06)

Recommendations

• Costly information and random choice
• Rationally inattentive preferences and hidden information costs
• Revealed preference and identification
• Identification in discrete Markov decision models
• Nonparametric identification of dynamic decision processes with discrete and continuous choices

Cites work

• A Definition of Subjective Probability
• Bayes and Minimax Solutions of Sequential Decision Problems
• Costly information and random choice
• Dynamic random utility
• Envelope Theorems for Arbitrary Choice Sets
• Foundations of a General Theory of Sequential Decision Functions
• Identifying Dynamic Discrete Decision Processes
• Microeconomic theory
• Random choice and private information
• Rationally inattentive preferences and hidden information costs
• Stationary Ordinal Utility and Impatience
• Stationary cardinal utility and optimal growth under uncertainty
• Time Preference

Cited in

(1)

• Costly information and random choice

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