Discussion paper

DP19315 Comparing Experiments in Discounted Problems

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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Citation

Renou, L and X Venel (2024), ‘DP19315 Comparing Experiments in Discounted Problems‘, CEPR Discussion Paper No. 19315. CEPR Press, Paris & London. https://cepr.org/publications/dp19315