A simple proof of strong duality in the linear persuasion problem

Deniz Dizdar and Eugen Kovac

Games and Economic Behavior, 2020, vol. 122, issue C, 407-412

Abstract: We provide a simple proof of strong duality for the linear persuasion problem. The duality is established in Dworczak and Martini (2019), under slightly stronger assumptions, using techniques from the literature on optimization with stochastic dominance constraints and several approximation arguments. We provide a short, alternative proof that is based on a direct argument to show the existence of optimal price functions, and on switching the roles of the primal and the dual to show that there is no duality gap.

Keywords: Bayesian persuasion; Information design; Strong duality (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0899825620300749
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:gamebe:v:122:y:2020:i:c:p:407-412

DOI: 10.1016/j.geb.2020.04.017

Access Statistics for this article

Games and Economic Behavior is currently edited by E. Kalai

More articles in Games and Economic Behavior from Elsevier
Bibliographic data for series maintained by Catherine Liu ().