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Dimitry Shaiderman

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Preprint Aug 2026

Value of Information in Dynamic Decision Making

We study the value of information in predicting the evolving state of a finite Markov chain. At each stage, a decision maker chooses a state and observes only whether the current state of the chain matches her choice; the resulting information is used to make a prediction on the state at the final stage of the problem....

Dimitry Shaiderman, Eilon Solan · 0 citations

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