Webjointly normal information sources, we show that the optimal dynamic information acquisition rule proceeds myopically after nitely many periods. If signals are acquired in large blocks each period, then the optimal rule turns out to be myopic from period 1. These results demonstrate the possibility of robust and \simple" optimal information WebThe gain margin corresponding to the optimal point is about 4.57 dB. According to the proposed design method, the optimal parameters and the associated dynamic indices are listed in Table 1. To show the advantages of the proposed method, the optimal parameters provided in are comparatively listed in Table 1. It is clear that the proposed method ...

Dynamically Aggregating Diverse Information

WebOct 2, 2024 · The model's key feature is the flexibility of information: the DM can choose any dynamic signal process as an information source, subject to a flow cost that depends on …WebWith observability, however, there exists an equilibrium in which optimal acquisition follows a pure strategy and generally exhibits delay. Our results suggest that many strategic trading equilibria considered in the literature are di cult to reconcile with dynamic information acquisition. JEL: D82, D84, G12, G14clean pickup covers

Dynamic Information Acquisition from Multiple Sources

WebInformation 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.Weboptimal information acquisition, and simplify the analysis of dynamic information ac-quisition in an environment that is commonly used in economics. JEL codes: C44, D81, D83 Keywords: Information Acquisition, Correlation, Endogenous Attention, Myopic Choice, Robustness, Value of InformationWebA linear-quadratic Gaussian approach to dynamic information acquisition. European Journal of Operational Research, Vol. 270, No. 1 ... An optimal information acquisition model for competitive advantage in complex multiperspective environments ... Kevin F. McCardle, (1985) Information Acquisition and the Adoption of New Technology. Management ... clean picks