The value of information in stopping problems

DOI10.1007/S00199-023-01543-8MaRDI QIDQ6623772

Tao Wang, Ehud Lehrer

Publication date: 24 October 2024

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

zbMATH Keywords

value of informationinformation qualitystopping problempatienceoptimal fee scheme

Mathematics Subject Classification ID

Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• The value of information -- an axiomatic approach
• The value of a stochastic information structure
• Comparing location experiments
• A strong law of large numbers for nonexpansive vector-valued stochastic processes
• Investment under Uncertainty, Irreversibility and the Arrival of Information Over Time
• Repeated Games with Differential Time Preferences
• The Optimal Level of Experimentation
• Interest Rates, Irreversibility, and Backward-Bending Investment
• Discounted Dynamic Programming
• The Law of Large Demand for Information
• Foundations of a General Theory of Sequential Decision Functions
• Equivalent Comparisons of Experiments
• Sequential Tests of Statistical Hypotheses

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