一种罗思柴尔德-斯蒂格利茨方法在贝叶斯说服中的应用

A Rothschild-Stiglitz Approach to Bayesian Persuasion

American Economic Review · 2016
被引 210
人大 A+FT50ABS 4*

中文导读

结合罗思柴尔德和斯蒂格利茨的随机变量表示法与布莱克韦尔定理,刻画了信号可诱导的后验均值分布,为分析贝叶斯说服问题提供了新方法。

Abstract

Rothschild and Stiglitz (1970) represent random variables as convex functions (integrals of the cumulative distribution function). Combining this representation with Blackwell's Theorem (1953), we characterize distributions of posterior means that can be induced by a signal. This characterization provides a novel way to analyze a class of Bayesian persuasion problems.

Blackwell定理后验均值分布贝叶斯说服