Strategic investment and learning with private information

DOI10.1016/J.JET.2022.105523MaRDI QIDQ2675424zbMATH OpenOpenAlexFDO

Authors P. Wagner, Nicolas Klein

Publication date 23 September 2022

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2022.105523

zbMATH Keywords

experimentationinvestment timingsignalingsocial learningstrategic delay

Mathematics Subject Classification ID

Social learning (91D15) Financial markets (91G15)

Recommendations

• Strategic investment under incomplete information
• The effects of information on strategic investment and welfare
• Information Revelation and Strategic Delay in a Model of Investment
• Optimal investment under partial information
• Optimal consumption and investment strategies with partial and private information in a multi-asset setting
• Information investment strategies for two risk-averse firms under heterogeneous attacks
• Learnability of an equilibrium with private information
• Investment decisions under hidden competition
• Information and investment under uncertainty

Cites work

• Breakdowns
• Competitive experimentation with private information: the survivor's curse
• Delay and information aggregation in stopping games with private information
• Herd behaviour as an incentive scheme
• Information Revelation and Strategic Delay in a Model of Investment
• Investment timing and learning externalities
• Learning and information aggregation in an exit game
• Learning and payoff externalities in an investment game
• Learning to disagree in a game of experimentation
• On games of strategic experimentation
• Social Learning in One-Arm Bandit Problems
• Stopping with congestion and private payoffs
• Strategic Experimentation with Exponential Bandits
• Strategic experimentation with private payoffs

Cited in

(9)

• Delay and information aggregation in stopping games with private information
• Hiding and herding in market entry
• Strategic Ignorance as a Self-Disciplining Device
• Who goes first? Strategic delay under information asymmetry
• A framework for studying decentralized Bayesian learning with strategic agents
• The effects of rivalry on scientific progress under public vs private learning
• Strategic investment evaluation
• Dynamic coordination with payoff and informational externalities
• Investment timing and learning externalities

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