论文标题
信息在停止问题中的价值
The Value of Information in Stopping Problems
论文作者
论文摘要
我们考虑停止决策者（DM）面临未知的自然状态，并依次决定是否停止并采取不可逆转的行动；支付费用并获得其他信息；或等待而无需获取信息。我们讨论信息的价值和质量。前者是DM可以产生的最大折扣预期收入。我们表明，在所有依赖历史的费用方案中，前期方案（例如，相反的使用付费）是最佳的：它产生了最高的信息价值。从预期的停止时间及其分布方面，从更准确的来源获得信息的最佳策略的影响是不同的。但是，这些因素具有相似的作用，因为它们都扩大了最佳策略规定等待的案例集。
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.
