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We study what changes to an agent's decision problem increase her value for information. We prove that information becomes more valuable if and only if the agent's reduced-form payoff in her belief becomes more convex. When the…

Theoretical Economics · Economics 2026-04-17 Mark Whitmeyer

We consider stopping problems in which a decision maker (DM) faces an unknown state of nature and decides sequentially whether to stop and take an irreversible action; pay a fee and obtain additional information; or wait without acquiring…

Theoretical Economics · Economics 2022-05-16 Ehud Lehrer , Tao Wang

A natural way of quantifying the ``amount of information'' in decision problems yields a globally concave value for information. Another (in contrast, adversarial) way almost never does.

Theoretical Economics · Economics 2024-04-02 Mark Whitmeyer

We explore the connection between an agent's decision problem and her ranking of information structures. We find that a finite amount of ordinal data on the agent's ranking of experiments is enough to identify her (finite) set of…

Theoretical Economics · Economics 2024-04-02 Mark Whitmeyer

We consider decision problems under uncertainty where the options available to a decision maker and the resulting outcome are related through a causal mechanism which is unknown to the decision maker. We ask how a decision maker can learn…

Artificial Intelligence · Computer Science 2018-07-04 M. Gonzalez-Soto , L. E. Sucar , H. J. Escalante

In this paper, we consider one aspect of the problem of applying decision theory to the design of agents that learn how to make decisions under uncertainty. This aspect concerns how an agent can estimate probabilities for the possible…

Artificial Intelligence · Computer Science 2013-03-26 Adam J. Grove , Daphne Koller

In the item there are presented Interval Structure allow to extend the class of multicriteria decision making problems including incomplete Initial Information. this step will facilitate dada gathering in pairs matching for decision making.

Optimization and Control · Mathematics 2007-05-23 V. Zhukovin , Z. Alimbarashvili

Data-based decisionmaking must account for the manipulation of data by agents who are aware of how decisions are being made and want to affect their allocations. We study a framework in which, due to such manipulation, data becomes less…

Theoretical Economics · Economics 2022-12-29 Alex Frankel , Navin Kartik

We consider decision-making under incomplete information about an unknown state of nature. Utility acts (that is, utility vectors indexed by states of nature) and beliefs (probability distributions over the states of nature) are naturally…

Optimization and Control · Mathematics 2025-10-14 Michel de Lara

This study extends Blackwell's (1953) comparison of information to a sequential social learning model, where agents make decisions sequentially based on both private signals and the observed actions of others. In this context, we introduce…

Theoretical Economics · Economics 2025-03-27 Hiroto Sato , Konan Shimizu

We propose a new approach for solving a class of discrete decision making problems under uncertainty with positive cost. This issue concerns multiple and diverse fields such as engineering, economics, artificial intelligence, cognitive…

Artificial Intelligence · Computer Science 2014-01-03 Steve N'Guyen , Clément Moulin-Frier , Jacques Droulez

The emergent behavior of a distributed system is conditioned by the information available to the local decision-makers. Therefore, one may expect that providing decision-makers with more information will improve system performance; in this…

Computer Science and Game Theory · Computer Science 2023-06-23 Bryce L. Ferguson , Dario Paccagnan , Jason R. Marden

We study approximation and integration problems and compare the quality of optimal information with the quality of random information. For some problems random information is almost optimal and for some other problems random information is…

Numerical Analysis · Mathematics 2019-03-05 Aicke Hinrichs , David Krieg , Erich Novak , Joscha Prochno , Mario Ullrich

In many machine learning for healthcare tasks, standard datasets are constructed by amassing data across many, often fundamentally dissimilar, sources. But when does adding more data help, and when does it hinder progress on desired model…

Machine Learning · Computer Science 2024-08-09 Judy Hanwen Shen , Inioluwa Deborah Raji , Irene Y. Chen

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…

Optimization and Control · Mathematics 2026-01-07 Renyuan Xu , Thaleia Zariphopoulou , Luhao Zhang

Information and uncertainty are closely related and extensively studied concepts in a number of scientific disciplines such as communication theory, probability theory, and statistics. Increasing the information arguably reduces the…

Probability · Mathematics 2011-08-09 Jiahua Chen

In decision problems under incomplete information, actions (identified to payoff vectors indexed by states of nature) and beliefs are naturally paired by bilinear duality. We exploit this duality to analyze the value of information, using…

Optimization and Control · Mathematics 2019-11-21 Michel de Lara , Olivier Gossner

Data buyers compete in a game of incomplete information about which a single data seller owns some payoff-relevant information. The seller faces a joint information- and mechanism-design problem: deciding which information to sell, while…

Computer Science and Game Theory · Computer Science 2024-11-18 Alessandro Bonatti , Munther Dahleh , Thibaut Horel , Amir Nouripour

This paper presents a model of costly information acquisition where decision-makers can choose whether to elaborate information superficially or precisely. The former action is costless, while the latter entails a processing cost. Within…

General Economics · Economics 2024-11-27 Federico Vaccari

From this set of procedures for given clause we shall choose only interrogation of experts on pairs decisions. It is widely widespread method. It makes the whole chapter in the theory of the decision-making, well investigated with the…

Optimization and Control · Mathematics 2010-03-05 V. Zhukovin , N. Chkhikvadze , Z. Alimbarashvili
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