OPTIMAL SELECTION WITH ALTERNATIVE INFORMATION

被引：0

作者：

MONAHAN, GE

机构：

[1] Washington Univ, St. Louis, MO, USA, Washington Univ, St. Louis, MO, USA

来源：

NAVAL RESEARCH LOGISTICS | 1986年 / 33卷 / 02期

关键词：

OPTIMIZATION;

D O I：

10.1002/nav.3800330211

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This article examines the problem of optimally selecting from several unknown rewards when there are given alternative, costly sources of information. The optimal rule, indicating the information to be purchased and the reward to be selected, is specified as a function of the decision maker's prior probabilities regarding the value of each alternative. The rule is surprisingly complex, balancing prior beliefs, the 'informativeness' of the relevant information system, and the cost of acquiring information.

引用

页码：293 / 307

页数：15

共 7 条

[1]

BLACKWELL D, 1979, THEORY GAMES STATIST

[2]

DeGroot, 1970, OPTIMAL STAT DECISIO, V82

[3]

GITTENS JC, 1975, J ROYAL STATISTICA B, V41, P148

[4] OPTIMAL WHEREABOUTS SEARCH [J].