A Radon-Nikodym approach to measure information

DOI10.1016/J.MATHSOCSCI.2011.02.001zbMATH Open1230.91030OpenAlexW2138216962MaRDI QIDQ545165FDOQ545165

Authors: Yann Rébillé 

Publication date: 22 June 2011

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2011.02.001

Recommendations

• Another look at the Radner--Stiglitz nonconcavity in the value of information.
• The value of information -- an axiomatic approach
• On the natural measure of uncertainty and information
• A tight sufficient condition for Radner-Stiglitz nonconcavity in the value of information
• Information and capacities

zbMATH Keywords

expected utilityvalue of informationdecision making under uncertaintyRadon-Nikodym derivative

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Economics of information (91B44)

Cites Work

• What restrictions do Bayesian games impose on the value of information?
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Subjectivity and correlation in randomized strategies
• Title not available (Why is that?)
• The Existence of Expected Utility Maximizing Decisions when Utility is Unbounded
• The value of information -- an axiomatic approach

Cited In (2)

• Information is not about measurability.
• A SUPER RADON-NIKODYM DERIVATIVE FOR ALMOST SUBADDITIVE SET FUNCTIONS

This page was built for publication: A Radon-Nikodym approach to measure information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q545165)