The Value of Information in Portfolio Problems with Dependent Projects

DOI10.1287/deca.2013.0277zbMath1398.91505OpenAlexW2102166450MaRDI QIDQ4691972

Jo Eidsvik, Debarun Bhattacharjya, Tapan Mukerji

Publication date: 24 October 2018

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a5571a1d4f76548542f5700fbcb6ee8e72c91c5d

zbMATH Keywords

value of informationportfolio decision analysisportfolio problemprobabilistic dependencespatial decision makingdependent projects

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

Related Items (7)

The value of information for correlated GLMs ⋮ Simulation-regression approximations for value of information analysis of geophysical data ⋮ Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling ⋮ Value of information of time-lapse seismic data by simulation-regression: comparison with double-loop Monte Carlo ⋮ Portfolio decision analysis: recent developments and future prospects ⋮ The Value of Information in Some Variations of the Stopping Problem ⋮ Value of Global Catastrophic Risk (GCR) Information: Cost-Effectiveness-Based Approach for GCR Reduction

Uses Software

• EnviroStat

Cites Work

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• Portfolio decision analysis. Improved methods for resource allocation.
• A decision model for interdependent information system project selection
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• Dynamic decision making for graphical models applied to oil exploration
• Statistical analysis of environmental space-time processes.
• Components of Portfolio Value of Information
• Limits for the Precision and Value of Information from Dependent Sources
• Bounds and properties of the expected value of sample information for a project-selection problem

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