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Investment in Public Goods with Uncertain Depreciation

  • Jiangjing Zhou,
  • Ovanes Petrosian,
  • Yong Pan,
  • Zhouxiang Long

摘要

In this article, we consider the investment in public goods with uncertain parameters, where the depreciation rate parameter is unknown, but the players can predict its value by observing signals in each stage to make decisions. Our study shows that using Bayesian updating to predict will gradually approach the true value, indirectly indicating the effectiveness of our method.