The value of information -- an axiomatic approach

DOI10.1016/0304-4068(91)90002-BzbMath0734.90001MaRDI QIDQ811305

Itzhak Gilboa, Ehud Lehrer

Publication date: 1991

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

necessary and sufficient conditionsBayesian decision makerpartitions of a measure space

Mathematics Subject Classification ID

Decision theory (91B06) Cooperative games (91A12) Economics of information (91B44)

Related Items (16)

A SUPER RADON-NIKODYM DERIVATIVE FOR ALMOST SUBADDITIVE SET FUNCTIONS ⋮ Testing negative value of information and ambiguity aversion ⋮ Preference for knowledge ⋮ Cognitive limits and preferences for information ⋮ The value of a stochastic information structure ⋮ Global games ⋮ Exact capacities and star-shaped distorted probabilities ⋮ A Radon-Nikodym approach to measure information ⋮ What restrictions do Bayesian games impose on the value of information? ⋮ Bayesian ignorance ⋮ Updating non-additive probabilities -- a geometric approach ⋮ The value of information structures in zero-sum games with lack of information on one side ⋮ A note on the evaluation of information in zero-sum repeated games ⋮ Probabilistic sensitivity measures as information value ⋮ Payoffs-Beliefs Duality and the Value of Information ⋮ Guessing the beliefs

Cites Work

• Measures on Boolean algebras
• On the existence of a probability measure compatible with a total preorder on a Boolean algebra
• Subjectivity and correlation in randomized strategies
• Cores of exact games. I
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