Incentivizing Information Acquisition

Fuente: arXiv
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Main Author: Wu, Fan
Format: Preprint
Published: 2024
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author Wu, Fan
author_facet Wu, Fan
contents I study a principal-agent model in which a principal hires an agent to collect information about an unknown continuous state. The agent acquires a signal whose distribution is centered around the state, controlling the signal's precision at a cost. The principal observes neither the precision nor the signal, but rather, using transfers that can depend on the state, incentivizes the agent to choose high precision and report the signal truthfully. I identify a sufficient and necessary condition on the agent's information structure which ensures that there exists an optimal transfer with a simple cutoff structure: the agent receives a fixed prize when his prediction is close enough to the state and receives nothing otherwise. This condition is mild and applies to all signal distributions commonly used in the literature.
format Preprint
id arxiv_https___arxiv_org_abs_2410_13978
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Incentivizing Information Acquisition
Wu, Fan
Theoretical Economics
Computer Science and Game Theory
I study a principal-agent model in which a principal hires an agent to collect information about an unknown continuous state. The agent acquires a signal whose distribution is centered around the state, controlling the signal's precision at a cost. The principal observes neither the precision nor the signal, but rather, using transfers that can depend on the state, incentivizes the agent to choose high precision and report the signal truthfully. I identify a sufficient and necessary condition on the agent's information structure which ensures that there exists an optimal transfer with a simple cutoff structure: the agent receives a fixed prize when his prediction is close enough to the state and receives nothing otherwise. This condition is mild and applies to all signal distributions commonly used in the literature.
title Incentivizing Information Acquisition
topic Theoretical Economics
Computer Science and Game Theory
url https://arxiv.org/abs/2410.13978