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The Value of Information -- An Axiomatic Approach

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  • Itzhak Gilboa
  • Ehud Lehrer

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Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 835.

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Date of creation: Jun 1989
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Handle: RePEc:nwu:cmsems:835

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Postal: Center for Mathematical Studies in Economics and Management Science, Northwestern University, 580 Jacobs Center, 2001 Sheridan Road, Evanston, IL 60208-2014
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Web page: http://www.kellogg.northwestern.edu/research/math/
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References

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  1. Jack Hirshleifer & John G. Riley, 1979. "The Analytics of Uncertainty and Information- An Expository Survey," UCLA Economics Working Papers 159, UCLA Department of Economics.
  2. R. Aumann, 2010. "Subjectivity and Correlation in Randomized Strategies," Levine's Working Paper Archive 389, David K. Levine.
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Citations

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Cited by:
  1. Azrieli, Yaron & Lehrer, Ehud, 2008. "The value of a stochastic information structure," Games and Economic Behavior, Elsevier, vol. 63(2), pages 679-693, July.
  2. Itzhak Gilboa & Ehud Lehrer, 1990. "Global Games," Discussion Papers 922, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  3. Ehud Lehrer & Dinah Rosenberg, 2003. "What restrictions do Bayesian games impose on the value of information?," Game Theory and Information 0312005, EconWPA.
  4. Bernard De Meyer & Ehud Lehrer & Dinah Rosenberg, 2009. "Evaluating information in zero-sum games with incomplete information on both sides," Post-Print halshs-00390625, HAL.
  5. Ehud Lehrer & Dinah Rosenberg, 2003. "Information and Its Value in Zero-Sum Repeated Games," Game Theory and Information 0312003, EconWPA.
  6. Eran Shmaya, 2006. "The Value of Information Structures in Zero-sum Games with Lack of Information on One Side," International Journal of Game Theory, Springer, vol. 34(2), pages 155-165, August.
  7. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," Working Papers halshs-00648884, HAL.
  8. Giovanni Rossi, 2003. "Global Coalitional Games," Department of Economics University of Siena 415, Department of Economics, University of Siena.
  9. Costis Skiadas, 1991. "Conditioning and Aggregation of Preferences," Discussion Papers 1010, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  10. Lehrer, Ehud, 2005. "Updating non-additive probabilities-- a geometric approach," Games and Economic Behavior, Elsevier, vol. 50(1), pages 42-57, January.
  11. Lefort, Jean-Philippe, 2009. "Guessing the beliefs," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 846-853, December.
  12. Jean-Philippe Lefort, 2006. "Comparison of experts in the non-additive case," Post-Print halshs-00130451, HAL.

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