  A Blackwell-monotone information cost function assigns higher costs to
Blackwell more informative experiments. This paper provides simple necessary
and sufficient conditions for a cost function to be Blackwell monotone over
finite experiments. The key condition involves a system of linear differential
inequalities. By using this characterization, we show that when a cost function
is additively separable, it is Blackwell monotone if and only if it is the sum
of sublinear functions. This identifies a wide range of practical information
cost functions. Finally, we apply our results to bargaining and persuasion
problems with costly information, broadening and strengthening earlier
findings.
