Additivity of Information Value in Two-Act Linear Loss Decisions with Normal Priors

Jeffrey M. Keisler

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Additivity of Information Value in Two-Act Linear Loss Decisions with Normal Priors

机译：具有正态先验的两步线性损失决策中信息值的可加性

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摘要

Information about two uncertainties is superadditive in value if the value of information for resolving both uncertainties together exceeds the sum of the value of information for resolving each uncertainty alone. For the two-act linear loss decision problem with normal priors, conditions are derived for which the expected value of perfect information about two independent risks is superadditive. An approximate condition is also presented. The level of additivity of information value has implications for how risk-management resources should be allocated to acquisition of information. Several applications show how a variety of decision problems can reduce to the basic problem, and how the general results obtained here can be translated simply to prescriptions for specific situations.

机译：如果用于同时解决这两个不确定性的信息的价值超过了用于单独解决每个不确定性的信息的价值之和，则有关两个不确定性的信息在价值上是超加性的。对于具有先验先验的双动线性损失决策问题，推导条件，关于两个独立风险的理想信息的期望值具有超加性。还提供了一个近似条件。信息价值的可加性水平影响着应如何将风险管理资源分配给信息获取。几个应用程序显示了各种决策问题如何可以简化为基本问题，以及如何将此处获得的一般结果简单地转换为针对特定情况的处方。

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来源
《Risk analysis》 |2005年第2期|p.351-359|共9页
作者
Jeffrey M. Keisler;
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作者单位

Management Sciences and Information Systems Department, College of Management, University of Massachusetts Boston, 5th Floor McCormack Hall, Room 230, 100 Morrissey Boulevard, Boston, MA 02125, USA;

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原文格式 PDF
正文语种 eng
中图分类自然科学总论;
关键词
decision analysis; probability; uncertainty; value of information;

机译：决策分析;概率;不确定性;信息价值;

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7. Additivity of Information Value in Two‐Act Linear Loss Decisions with Normal Priors [O] . Jeffrey M. Keisler 2005

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Additivity of Information Value in Two-Act Linear Loss Decisions with Normal Priors

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