Dynamically Aggregating Diverse Information
研究了代理人如何从多个信息源动态获取信息并分配注意力，以优化决策时机和选择，并应用于二元选择、注意力操纵和偏见新闻策略分析。
An agent has access to multiple information sources, each modeled as a Brownian motion whose drift provides information about a different component of an unknown Gaussian state. Information is acquired continuously—where the agent chooses both which sources to sample from, and also how to allocate attention across them—until an endogenously chosen time, at which point a decision is taken. We demonstrate conditions on the agent's prior belief under which it is possible to exactly characterize the optimal information acquisition strategy. We then apply this characterization to derive new results regarding: (1) endogenous information acquisition for binary choice, (2) the dynamic consequences of attention manipulation, and (3) strategic information provision by biased news sources.