Inferring beliefs from actions

• 成果类型: Article
• 署名作者: Arieli, Itai; Mueller-Frank, Manuel
• 署名单位: Technion Israel Institute of Technology; University of Navarra; IESE Business School
• 刊物名称: GAMES AND ECONOMIC BEHAVIOR
• ISSN/ISSBN: 0899-8256
• DOI: 10.1016/j.geb.2017.01.014
• 发表日期: 2017
• 页码: 455-461
• 关键词: Belief revelation; information aggregation; learning; Scoring rules

摘要

We address the question to which degree the private information of a decision maker is revealed through his optimal action, in an environment with compact metrizable state and action space. We show that the decision maker's optimal action reveals his posterior distribution for a generic set of continuous utility functions if and only if the set of actions contains no isolated points. (C) 2017 Elsevier Inc. All rights reserved.