Adding Decision Problem Makes Information More Valuable
Optimization and Control
2026-03-16 v1
Abstract
We consider decision-making under incomplete information about an unknown state of nature. We show that a decision problem yields a higher value of information than another, uniformly across information structures, if and only if it is obtained by adding an independent, parallel decision problem.
Keywords
Cite
@article{arxiv.2603.12763,
title = {Adding Decision Problem Makes Information More Valuable},
author = {Michel de Lara},
journal= {arXiv preprint arXiv:2603.12763},
year = {2026}
}