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Sequential decisions with several agents

Author

Listed:
  • Marco Scarsini

    (GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique, Dipartimento di Scienze Economiche e Aziendali - LUISS - Libera Università Internazionale degli Studi Sociali Guido Carli [Roma])

  • Bruno Bassan

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.

Suggested Citation

  • Marco Scarsini & Bruno Bassan, 1998. "Sequential decisions with several agents," Post-Print hal-00541747, HAL.
    • Handle: RePEc:hal:journl:hal-00541747
    DOI: 10.2307/25055128
    as

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    Keywords

    sequential decisions; agents;

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