无限制的信息获取

Unrestricted information acquisition

Theoretical Economics · 2023
被引 18 · 同刊同年前 10%
人大 AABS 4

中文导读

研究了博弈中玩家获取信息的双重动机:了解状态和了解他人所知。在理性疏忽和全局博弈中,证明了无限制信息获取能解决协调问题,并给出风险主导均衡的新理由。

Abstract

In many strategic environments, information acquisition is a central component of the game that is played. Being uncertain about a payoff‐relevant state, a player in a game has a twofold incentive to acquire information: learning the state and learning what others know. We develop a model of information acquisition in games that accounts for players' incentive to learn what others know. In applications to rational inattention and global games, we prove the power of this incentive. When information acquisition is “independent,” that is, players can acquire information only about the state, severe coordination problems emerge among rationally inattentive players. When information acquisition is “unrestricted,” that is, players can acquire information about the state and each other's information in a flexible way, we show that rational inattention admits a sharp logit characterization and we provide a new rationale for selecting risk dominant equilibria in coordination games.

信息获取理性疏忽全局博弈协调博弈