Payoffs-Beliefs Duality and the Value of Information
From MaRDI portal
Publication:5215521
DOI10.1137/18M1230049zbMath1442.91023arXiv1908.01633OpenAlexW3004506067MaRDI QIDQ5215521
Michel De Lara, Olivier Gossner
Publication date: 12 February 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.01633
Decision theory (91B06) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The value of information -- an axiomatic approach
- The value of a stochastic information structure
- Comparing location experiments
- Maxmin expected utility with non-unique prior
- Another look at the Radner--Stiglitz nonconcavity in the value of information.
- A normalized value for information purchases
- A tight sufficient condition for Radner-Stiglitz nonconcavity in the value of information
- Complete Monotone Quasiconcave Duality
- Reputation in Continuous-Time Games
- Optimal Experimentation in a Changing Environment
- Monopoly Experimentation
- Strategic Experimentation
- Information Acquisition in Auctions
- Changes in Background Risk and Risk Taking Behavior
- Common Mathematical Foundations of Expected Utility and Dual Utility Theories
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Strategic Experimentation with Exponential Bandits
- Convex Bodies The Brunn-MinkowskiTheory
- Convex Analysis
- Equivalent Comparisons of Experiments
This page was built for publication: Payoffs-Beliefs Duality and the Value of Information
