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All information in the market has the consumer value. It is possible to estimate the recommended cost of investments in chance of reception of exact future result on the basis of calculation of consumer cost of the full information, and it is defined as a difference between expected values of a choice at presence or absence of the full information. The problem of definition of cost of the information a priori is connected with necessity of the account of variety of the uncertain factors characterizing, firstly, its reliability, and, secondly its utility. It is possible to estimate reliability or utility of any information on the basis of the available statistical data, or expertly. Certainly, statistical methods allow to receive plausible enough estimations, however, by no means always the researcher possesses necessary statistical base that speaks or absence of the admission to it for privacy reasons, or exclusiveness of the information. The formalization of a problem of definition of information costing as а problem of indistinct mathematical programming, proceeding from purposes of the person, making decision (PMD), and on the basis of processing of the expert data is carried out in given work.

The Information Cost Estimation as Realization of the Problem of Indistinct Mathematical Programming