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摘要翻译：
我们考虑了当决策者同时了解多个方案的信息时，决策者搜索多个方案的信息的问题。决策者有搜索信息的运行成本，必须决定何时停止搜索信息并选择一个替代方案。当信息被学习时，每种方案的期望收益演化为一个扩散过程。我们给出了解的充分必要条件，证明了解的存在性和唯一性。我们证明了停止搜索的最优边界（自由边界）是星形的，并给出了值函数和自由边界的渐近刻画。给出了自由边界与对角线之间的距离随可选方案个数变化的性质，以及平行搜索下的自由边界与序贯搜索下的自由边界之间的关系，以及搜索成本有无规模经济时的关系。
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英文标题：
《Parallel Search for Information》
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作者：
T. Tony Ke, Wenpin Tang, J. Miguel Villas-Boas, Yuming Zhang
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Theoretical Economics        理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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一级分类：Mathematics        数学
二级分类：Analysis of PDEs        偏微分方程分析
分类描述：Existence and uniqueness, boundary conditions, linear and non-linear operators, stability, soliton theory, integrable PDE's, conservation laws, qualitative dynamics
存在唯一性，边界条件，线性和非线性算子，稳定性，孤子理论，可积偏微分方程，守恒律，定性动力学
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  We consider the problem of a decision-maker searching for information on multiple alternatives when information is learned on all alternatives simultaneously. The decision-maker has a running cost of searching for information, and has to decide when to stop searching for information and choose one alternative. The expected payoff of each alternative evolves as a diffusion process when information is being learned. We present necessary and sufficient conditions for the solution, establishing existence and uniqueness. We show that the optimal boundary where search is stopped (free boundary) is star-shaped, and present an asymptotic characterization of the value function and the free boundary. We show properties of how the distance between the free boundary and the diagonal varies with the number of alternatives, and how the free boundary under parallel search relates to the one under sequential search, with and without economies of scale on the search costs.
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PDF链接：
https://arxiv.org/pdf/1905.06485

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关键词：alternatives Contribution establishing Conservation Applications 信息 free how 了解 information