The Value of Information in Stopping Problems

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Ehud Lehrer, Tao Wang

Ngôn ngữ: eng

Ký hiệu phân loại: 016 Bibliographies and catalogs of works on specific subjects or in specific disciplines

Thông tin xuất bản: 2022

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 195133

 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 information. We discuss the value and quality of information. The former is the maximal discounted expected revenue the DM can generate. We show that among all history-dependent fee schemes, the upfront scheme (as opposed, for instance, to pay-for-use) is optimal: it generates the highest possible value of information. The effects on the optimal strategy of obtaining information from a more accurate source and of having a higher discount factor are distinct, as far as expected stopping time and its distribution are concerned. However, these factors have a similar effect in that they both enlarge the set of cases in which the optimal strategy prescribes waiting.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 36225755 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH