Value of information in the Polya urn process

DOI10.1016/S0020-0255(02)00210-4MaRDI QIDQ1857038zbMATH OpenOpenAlexFDO

Authors Clyde Martin, Yu-Chi Ho

Publication date 11 February 2003

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0020-0255(02)00210-4

zbMATH Keywords

decision problem

Mathematics Subject Classification ID

Combinatorial probability (60C05) Probabilistic games; gambling (91A60)

Recommendations

• scientific article; zbMATH DE number 3890425
• Payoffs-beliefs duality and the value of information
• Data age and information value: a Polya process
• An Optimal Acceptance Policy for an Urn Scheme
• A Random Version of Shepp's Urn Scheme

Cites work

• scientific article; zbMATH DE number 3122709 (Why is no real title available?)
• scientific article; zbMATH DE number 3765564 (Why is no real title available?)
• scientific article; zbMATH DE number 3573646 (Why is no real title available?)
• scientific article; zbMATH DE number 4001094 (Why is no real title available?)
• scientific article; zbMATH DE number 3059214 (Why is no real title available?)
• A note on risk and the value of information
• Adaptive growth processes modeled by URN schemes
• Equivalent Comparisons of Experiments
• Information structure: Common and private (Corresp.)
• Market signaling: An example of a two-person decision problem with dynamic information structure
• Partition structures, Polya urns, the Ewens sampling formula, and the ages of alleles
• Private information structures ofAwith respect toB
• The asymptotic behavior of an urn model arising
• The sampling theory of neutral alleles and an urn model in population genetics
• The value of information in a sealed-bid auction
• The value of information: The case of signal-dependent opportunity sets
• Why a Population Converges to Stability

Cited in

(5)

• Asymptotic properties of multicolor randomly reinforced Pólya urns
• Games with finite resources
• First-passage properties of the Pólya urn process
• Asymptotic theorems of sequential estimation-adjusted urn models
• Data age and information value: a Polya process

This page was built for publication: Value of information in the Polya urn process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1857038)