Multivariate Rational Inattention

DOI10.3982/ECTA18086zbMath1489.91082OpenAlexW2961047532MaRDI QIDQ5087318

Jieran Wu, Jianjun Miao, Eric R. Young

Publication date: 11 July 2022

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta18086

zbMATH Keywords

entropyoptimal controltracking problemsemidefinite programrational inattentionendogenous information choice

Mathematics Subject Classification ID

Decision theory (91B06) Semidefinite programming (90C22) Applications of optimal control and differential games (49N90)

Related Items (1)

Rational inattention in the frequency domain

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