Ambiguous Persuasion∗
Ambiguous Persuasion∗ Dorian Beauchêney Jian Liz Ming Li§ May 7, 2018 Abstract We study a persuasion game à la Kamenica and Gentzkow (2011) where players are ambiguity averse with maxmin expected utility (Gilboa and Schmeidler, 1989). With no prior ambiguity, a Sender may choose to use ambiguous communication devices. Our main result characterizes the value of optimal ambiguous persuasion, which is of- ten higher than what is feasible under Bayesian persuasion. We characterize posteriors that are potentially plausible when they are generated by ambiguous devices. One way to construct an optimal ambiguous communication device is by using synonyms, messages that lead to the same posteriors, in which Sender can hedge himself against ambiguity while inducing actions from Receiver that would not be possible under stan- dard Bayesian persuasion. We also show that the use of synonyms are a necessary property of optimal and beneficial ambiguous persuasion. We consider two applica- tions, including the well-known uniform-quadratic example. Our analysis provides a justification for how ambiguity may emerge endogenously in persuasion. ∗We are grateful to Pierre Fleckinger, Françoise Forges, Sidartha Gordon, Yingni Guo, Sean Horan, Rafael Hortala-Vallve, Maxim Ivanov, Frédéric Koessler, Marie Laclau, Laura Lasio, Elliot Lipnowski, Sujoy Mukerji, Peter Norman, Eduardo Perez-Richet, Ludovic Renou, Marciano Siniscalchi, Joel Sobel, Jean-Marc Tallon, Vassili Vergopoulos, and two anonymous referees for their very helpful comments. We also thank audiences at Stony Brook Game Theory Conference 2016, Midwest Theory conference 2016, 2017, Midwest Political Science Association Conference 2017, Canadian Economic Theory Conference 2017, Asian Summer Meeting of Econometric Society 2017, RES-York Symposium on Game Theory 2017, Carleton University, McMaster University, McGill University, National University of Singapore, Université de Montreal, and Université Laval for valuable inputs.
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