A simple proof of strong duality in the linear persuasion problem

• 成果类型: Article
• 署名作者: Dizdar, Deniz; Kovac, Eugen
• 署名单位: Universite de Montreal; University of Duisburg Essen
• 刊物名称: GAMES AND ECONOMIC BEHAVIOR
• ISSN/ISSBN: 0899-8256
• DOI: 10.1016/j.geb.2020.04.017
• 发表日期: 2020
• 页码: 407-412
• 关键词: Bayesian persuasion; information design; Strong Duality

摘要

We provide a simple proof of strong duality for the linear persuasion problem. The duality is established in Dworczak and Martini (2019), under slightly stronger assumptions, using techniques from the literature on optimization with stochastic dominance constraints and several approximation arguments. We provide a short, alternative proof that is based on a direct argument to show the existence of optimal price functions, and on switching the roles of the primal and the dual to show that there is no duality gap. (C) 2020 Elsevier Inc. All rights reserved.