Adding Decision Problem Makes Information More Valuable

Fuente: arXiv
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Main Author: de Lara, Michel
Format: Preprint
Published: 2026
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author de Lara, Michel
author_facet de Lara, Michel
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2603_12763
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Adding Decision Problem Makes Information More Valuable
de Lara, Michel
Optimization and Control
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.
title Adding Decision Problem Makes Information More Valuable
topic Optimization and Control
url https://arxiv.org/abs/2603.12763