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Private Private Information

Kevin He, Fedor Sandomirskiy () and Omer Tamuz ()
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Fedor Sandomirskiy: Caltech
Omer Tamuz: Caltech

PIER Working Paper Archive from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

Abstract: In a private private information structure, agents’ signals contain no information about the signals of their peers. We study how informative such structures can be, and characterize those that are on the Pareto frontier, in the sense that it is impossible to give more information to any agent without violating privacy. In our main application, we show how to optimally disclose information about an unknown state under the constraint of not revealing anything about a correlated variable that contains sensitive information.

Pages: 48 pages
Date: 2022-01-06
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