Comparing experiments in discounted problems

Ludovic Renou; Xavier Venel

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arXiv · 2405.16458

Comparing experiments in discounted problems

Ludovic Renou·Xavier Venel

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Abstract

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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Ludovic Renou, Xavier Venel. 2025-04-05. Comparing experiments in discounted problems. https://arxiv.org/abs/2405.16458

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