注:再论布劳困境

Note—Blau's Dilemma Revisited

Management Science · 1987
被引 2
人大 A+FT50UTD24ABS 4*

中文导读

重新审视了机会约束规划与贝叶斯效用最大化之间的等价性问题,并用数值例子说明机会约束框架下解释信息价值的困难。

Abstract

The issue of equivalence between chance-constrained programming problems (CCPP's) and Bayesian utility-maximization problems (BUMP's), and the anomalous evaluation of information in CCPP's, are re-examined in light of a recent paper by Jagannathan and the ensuing exchange between Jagannathan and LaValle. Difficulties in “explaining” value of information within the framework of chance-constrained programming are illustrated in a numerical example due to Jagannathan.

机会约束规划贝叶斯效用最大化信息价值等价性