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SMU SOE Seminar (October 26, 2023): Bayesian Persuasion with Sequential Private Information

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TOPIC:  

Bayesian Persuasion with Sequential Private Information

We study a Bayesian persuasion problem where an agent learns private information gradually in two stages. We find that the optimal persuasion scheme may offer different experiments to different types of agents. This finding contrasts with the optimality of public persuasion in scenarios where the agent’s private information is static. We identify sufficient conditions that allow the information designer to strictly improve upon public persuasion, as well as conditions where public persuasion remains optimal. Our results demonstrate that time can be utilized as an instrument to achieve information discrimination.
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Wei He

The Chinese University of Hong Kong
Microeconomic Theory
Game Theory
Mechanism Design

26 October 2023 (Thursday)

4pm - 5.30pm

Meeting Room 5.1, Level 5
School of Economics
Singapore Management University
90 Stamford Road
Singapore 178903