A Class of Games with Positive Value of Information.

It is well known that, whereas in one-agent contexts the value of information is always positive, in strategic situations, this is not always the case. We will consider the class of games for which, under a specific information structure, there exists a unique Pareto payoff profile, and we show that any Nash-equilibrium payoff profile induced by a coarser information structure is Pareto dominated by this unique Pareto payoff profile. Therefore for these games the value of information is positive.