Sharp Bounds on the Value of Perfect Information

DOI10.1287/opre.25.1.128zbMath0381.90084OpenAlexW2026844954MaRDI QIDQ4161091

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Publication date: 1977

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.25.1.128

Mathematics Subject Classification ID

Stochastic programming (90C15) Utility theory (91B16) Measures of information, entropy (94A17)

Related Items (14)

On information-augmented chance-constrained programs ⋮ Bounds in multi-horizon stochastic programs ⋮ The value of the stochastic solution in stochastic linear programs with fixed recourse ⋮ Sensitivity analysis: a review of recent advances ⋮ Inequalities in completely convex stochastic programming ⋮ A hierarchy of bounds for stochastic mixed-integer programs ⋮ The value of side information in network flow optimization ⋮ Stochastic programming ⋮ A perfect information lower bound for robust lot-sizing problems ⋮ Bounds on the value of information in uncertain decision problems II ⋮ Monotonic bounds in multistage mixed-integer stochastic programming ⋮ The interface between OR/MS and decision theory ⋮ Two-stage stochastic standard quadratic optimization ⋮ Effects of Risk Aversion on the Value of Information in Two-Action Decision Problems

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