一个投资问题的信息结构(英文)  

Information Structure in an Investment Problem

作　　者：龙永红[1] 

机构地区：[1]中国人民大学信息学院

出　　处：《运筹学学报》2003年第2期65-76,共12页Operations Research Transactions

基　　金：This work has been supported by Chinese NSF grants 90103033 and NKBRSFG199803060.

摘　　要：本文研究一个投资问题中的信息价值,其中信息可以是不完美的,信息价值依赖于其结构。信息结构由状态变量与信息变量联合概率(或条件概率)矩阵来描述。我们定义了矩阵的一些偏序,通过这些偏序给出了信息价值的比较关系。由这些结果,我们导出了信息价值的一些基本性质。The paper studies the value of information in an investment problem, here, the information is assumed to be imperfect. The value of information depends on its structure which is characterized by the joint(or conditional) probability matrix of information variable and state variable. we have defined some partial ordering over the matrices. our main results provide some sufficient conditions, which described by the partial ordering,for the value of information to increase. Applying these results,we have obtained some basic properties of the value of information.

关 键 词：投资问题 信息结构 信息价值 条件概率 状态变量 信息变量 偏序 条件概率 矩阵 联合概率 

分 类 号：F830.59[经济管理—金融学] F224.13