有限理性不注意的几何方法

IF 1.9 3区经济学 Q2 ECONOMICS Quantitative Economics Pub Date : 2024-01-30 DOI:10.3982/qe2050

Roc Armenter, Michèle Müller-Itten, Zachary R. Stangebye

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引用次数: 0

摘要

我们针对有限理性注意力不集中（RI）模型提出了一种几何方法，将其重塑为一个非常适合数值方法的降维凸优化问题。在静态和动态 RI 问题上，我们提供的算法在速度和精度上都优于现有的 RI 计算技术。我们进一步介绍了量化数值误差对模型结果影响的方法，并对最常实施的行动进行了稳健预测。

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Geometric methods for finite rational inattention

We present a geometric approach to the finite Rational Inattention (RI) model, recasting it as a convex optimization problem with reduced dimensionality that is well suited to numerical methods. We provide an algorithm that outperforms existing RI computation techniques in terms of both speed and accuracy in both static and dynamic RI problems. We further introduce methods to quantify the impact of numerical inaccuracy on the model's outcomes and to produce robust predictions regarding the most frequently implemented actions.

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