Bounds on the value of information in uncertain decision problems

DOI10.1080/17442507508833117zbMath0313.62006OpenAlexW4235257106MaRDI QIDQ4072630

J. E. Butterworth, William T. Ziemba

Publication date: 1975

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507508833117

Mathematics Subject Classification ID

Decision theory (91B06) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

Dynamic decision making: a comparison of approaches ⋮ Bounds for the expected value of information ⋮ Bounds on the value of information in uncertain decision problems II ⋮ A note on the “value” of bounds on EVPI in stochastic programming

Cites Work

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• Information Structures in Stochastic Programming Problems
• Economic Comparability of Information Systems
• The Value of Information and Stochastic Programming
• Proximal Decision Analysis
• Transforming Stochastic Dynamic Programming Problems into Nonlinear Programs
• Equivalent Comparisons of Experiments

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