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Sequential decisions with several agents

Abstract : We consider k agents who have different subjective probabilities and are utility maximizers. A planner, who knows the beliefs of the agents, maximizes the social expected utility, which is increasing and symmetric in the utilities of the agents. She does that by optimally stopping the flow of information released to the agents. The explicit form of the optimal stopping time is given.
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Contributor : Antoine Haldemann <>
Submitted on : Wednesday, December 1, 2010 - 10:09:33 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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Marco Scarsini, Bruno Bassan. Sequential decisions with several agents. Economic Theory, Springer Verlag, 1998, Vol. 12, N°2, pp. 371-391. ⟨10.2307/25055128⟩. ⟨hal-00541747⟩

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