决策分析中的信息密度

IF 2.5 4区 管理学 Q3 MANAGEMENT
Gordon B. Hazen, E. Borgonovo, Xuefei Lu
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引用次数: 0

摘要

信息值被提出并用作概率灵敏度度量,其思想是具有较高信息值的不确定参数恰恰是最优决策对其更敏感的参数。在本文中,我们研究了信息密度的概念,作为信息价值分析的图形补充,它增加了信息价值计算与相关的信息增益方向。我们正式检查数学细节没有从它的早期介绍,保证信息密度的存在和良好的定位,并描述其与信息价值的替代措施的关系。我们在一个现实的案例研究中提出了它的应用,并讨论了相关的见解。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Information Density in Decision Analysis
Information value has been proposed and used as a probabilistic sensitivity measure, the idea being that uncertain parameters having higher information value are precisely those to which an optimal decision is more sensitive. In this paper, we study the notion of information density as a graphical complement to information value analysis, one that augments an information value calculation with associated directions of information gain. We formally examine mathematical details absent from its earlier presentation that guarantee information density exists and is well posed and describe its relationship to alternate measures of information value. We present its application in the context of a realistic case study and discuss the associated insights.
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来源期刊
Decision Analysis
Decision Analysis MANAGEMENT-
CiteScore
3.10
自引率
21.10%
发文量
19
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