On the cost of misperception: General results and behavioural applications

On the cost of misperception: General results and behavioural applications — Journal of Economic Theory, 177: 816-847, 2018
Authors

Olivier Gossner

Jakub Steiner

Abstract

In a choice model, we characterize the loss induced by misperceptions of payoff- relevant parameters across a distribution of decision problems. When the agent cannot avoid misperceptions but has some control over the distribution of errors, we show that strategies that minimize loss from misperception exhibit systematic biases, akin to some documented in the behavioural and psychological literatures. We include illusion of control, order effect, overprecision, and overweighting of small probabilities as illustrative examples.

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Journal of Economic Theory, 177: 816-847, 2018

Citation

BibTeX citation:
@article{gossner2018,
  author = {Gossner, Olivier and Steiner, Jakub},
  title = {On the Cost of Misperception: {General} Results and
    Behavioural Applications},
  journal = {Journal of Economic Theory},
  date = {2018},
  url = {https://gossner.me/papers/on-the-cost-of-misperception-general-results-and-behavioural-applications.html},
  langid = {en},
  abstract = {In a choice model, we characterize the loss induced by
    misperceptions of payoff- relevant parameters across a distribution
    of decision problems. When the agent cannot avoid misperceptions but
    has some control over the distribution of errors, we show that
    strategies that minimize loss from misperception exhibit systematic
    biases, akin to some documented in the behavioural and psychological
    literatures. We include illusion of control, order effect,
    overprecision, and overweighting of small probabilities as
    illustrative examples.}
}
For attribution, please cite this work as:
Gossner, Olivier, and Jakub Steiner. 2018. “On the Cost of Misperception: General Results and Behavioural Applications.” Journal of Economic Theory. https://gossner.me/papers/on-the-cost-of-misperception-general-results-and-behavioural-applications.html.