A tight sufficient condition for Radner-Stiglitz nonconcavity in the value of information

DOI10.1016/j.jet.2007.01.014zbMath1132.91386OpenAlexW2013158546MaRDI QIDQ2469867

Michel De Lara, Laurent Gilotte

Publication date: 11 February 2008

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2007.01.014

zbMATH Keywords

value of informationRadner-Stiglitz nonconcavitymarginal value of information at the null

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (3)

The effect of multi-sensor data on condition-based maintenance policies ⋮ Payoffs-Beliefs Duality and the Value of Information ⋮ On the economic value of signals

Cites Work

• Another look at the Radner--Stiglitz nonconcavity in the value of information.
• Unnamed Item
• Unnamed Item

This page was built for publication: A tight sufficient condition for Radner-Stiglitz nonconcavity in the value of information