Decision Rules for Experts with Opposing Interests
Abstract
This paper studies optimal decision rules for a decision maker who can consult two experts in an environment without monetary payments. This extends the previous work by Holmstr�m (1984) and Alonso and Matouschek (2008) who consider environments with one expert. In order to derive optimal decision rules, we prove a "constant-threat" result that states that any out-of-equilibrium pair of recommendations by the experts are punished with an action that is independent of their reports. A particular property of an optimal decision rule is that it is simple and constant for a large set of experts' preferences and distribution of their private information. Hence, it is robust in the sense that it is not affected by errors in specifying these features of the environment. By contrast, the constructions of optimal outcomes absent commitment or with only one expert are sensitive to model details.Download Info
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Paper provided by Queen Mary, University of London, School of Economics and Finance in its series Working Papers with number 674.Length:
Date of creation: Nov 2010
Date of revision:
Handle: RePEc:qmw:qmwecw:wp674
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Related research
Keywords: Communication; Information; Noise; Experts; Constant threat;Find related papers by JEL classification:
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-04 (All new papers)
- NEP-CDM-2010-12-04 (Collective Decision-Making)
- NEP-CTA-2010-12-04 (Contract Theory & Applications)
- NEP-GTH-2010-12-04 (Game Theory)
- NEP-MIC-2010-12-04 (Microeconomics)
- NEP-UPT-2010-12-04 (Utility Models & Prospect Theory)
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