Hierarchical Planning of Project-Selection Problems with Information Purchasing
针对风险中性的决策者,提出一个三阶段程序来计算项目选择问题中样本信息的价值,并给出不同情况下的信息购买和项目选择决策,包括无预算约束的精确解及其他情况的启发式方法。
A strategic planning approach is used to compute the value of sample information in a project-selection problem for a risk-neutral decision-maker. Under this setting, a three-stage procedure is developed, and the decisions of purchasing information and selecting projects are derived for different cases. An exact solution is computed for the case with no budget constraints. Formulations, exact procedures and heuristics are suggested for other cases. In addition, upper bounds are derived for the amount of money that the decision-maker will be willing to pay in each case.