A Radon-Nikodym approach to measure information

DOI10.1016/J.MATHSOCSCI.2011.02.001MaRDI QIDQ545165zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 3816010 (Why is no real title available?)
• scientific article; zbMATH DE number 833035 (Why is no real title available?)
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Subjectivity and correlation in randomized strategies
• The Existence of Expected Utility Maximizing Decisions when Utility is Unbounded
• The value of information -- an axiomatic approach
• What restrictions do Bayesian games impose on the value of information?

Cited in

(3)

• A super Radon-Nikodym derivative for almost subadditive set functions
• Information is not about measurability.
• Information Density in Decision Analysis

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)