理性疏忽行为:香农熵的特征刻画与推广

Rationally Inattentive Behavior: Characterizing and Generalizing Shannon Entropy

Journal of Political Economy · 2022
被引 95 · 同刊同年前 9%
人大 A+FT50ABS 4*

中文导读

提出了三类注意力成本函数,并引入两个行为公理来刻画它们,最终唯一确定了香农熵成本函数,为理性疏忽模型提供了更一般的理论基础。

Abstract

We introduce three new classes of attention cost functions: posterior separable, uniformly posterior separable, and invariant posterior separable. As with the Shannon cost function, all can be solved using Lagrangian methods. Uniformly posterior-separable cost functions capture many forms of sequential learning and hence play a key role in many applications. Invariant posterior-separable cost functions make learning strategies depend exclusively on payoff uncertainty. We introduce two behavioral axioms, Locally Invariant Posteriors and Only Payoffs Matter, which identify posterior-separable functions as uniformly and invariant posterior separable, respectively. In combination, they pinpoint the Shannon cost function.

理性疏忽注意力成本函数后验可分性香农熵