MULTIVARIATE RATIONAL INATTENTION
MULTIVARIATE RATIONAL INATTENTION
About this item
Full title
MULTIVARIATE RATIONAL INATTENTION
Author / Creator
Publisher
Evanston: Wiley
Journal title
Econometrica, 2022-03, Vol.90 (2), p.907-945
Language
English
Formats
Publication information
Publisher
Evanston: Wiley
Subjects
More information
Scope and Contents
Contents
We study optimal control problems in the multivariate linear-quadratic-Gaussian framework under rational inattention. We propose a three-step procedure to solve this problem using semidefinite programming and derive the optimal signal structure without strong prior restrictions. We analyze both the transition dynamics of the optimal posterior covar...
Alternative Titles
Full title
MULTIVARIATE RATIONAL INATTENTION
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2642319951
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2642319951
Other Identifiers
ISSN
0012-9682
E-ISSN
1468-0262
DOI
10.3982/ECTA18086
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