exchange valuable information. We refer to such networks as *cognitive information networks* (CIN); networks in which agents self-organize to gather/exchange and produce information about a state of the world. This state of the world can be spectrum occupancy information and primary user activity in a multi-band cognitive radio system, location information provided by anchors of wireless networks, a set of messages sent by information sources in a multicast network, or blogs, videos, and data exchanged by users of social-physical networks. Agents are *cognitive* since they *perceive* information possessed by other agents, *reason* about which links to establish, how much information to produce, and then take information production and link formation *decisions* which result in an endogenously-formed network topology. We assume that agents in a CIN possess different amounts of information, benefit only from gathering non-redundant information, and they form links with each other in order to gather information and maximize their *knowledge* of the state of the world.

Since the information possessed by different agents may be correlated (redundant), and link formation is costly, agents should cognitively select *which* agents to link with. We formulate this problem as a *non-cooperative network formation game*. Using information-theoretic measures for the value of 