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Comparing experiments in discounted problems

Theoretical Economics 2025-04-08 v3 Statistics Theory Statistics Theory

Abstract

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.

Keywords

Cite

@article{arxiv.2405.16458,
  title  = {Comparing experiments in discounted problems},
  author = {Ludovic Renou and Xavier Venel},
  journal= {arXiv preprint arXiv:2405.16458},
  year   = {2025}
}

Comments

61 pages

R2 v1 2026-06-28T16:40:37.759Z