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The expected value of perfect information is not the same as the expected profit under certainty. The expected value of perfect information is the difference between the expected value under certainty (with perfect information) and the expected value without perfect information.
A conditional profit (loss) table is one with, for example, supply across the top and demand down the side, with probabilities given for each demand level. Each potential profit or loss at each potential supply and demand level is entered into the table. The sum of the conditional profit (loss) for the best act for each event (not the other way around) times the probability of each event occurring is the definition of the expected profit with perfect information. The expected value of perfect information is the difference between the expected payoff under certainty (with perfect information) and the expected payoff without perfect information.
The expected value of perfect information is the maximum amount one would pay to obtain the perfect information. It is calculated as the difference between the expected value under certainty and the expected value without perfect information, that is, the expected value of the best action under uncertainty.
The expected profit under certainty is the expected profit with perfect information. An opportunity loss is the difference between the payoff for a decision made and the payoff that would have been received if the best decision had been made for the circumstances. An expected opportunity loss is derived from an opportunity loss table set up similar to a payoff table, using 0 as the opportunity loss corresponding to the best decision for each option and the amount of the calculated loss as the opportunity loss corresponding to each of the other decisions for each option. The opportunity losses are then weighted according to each one's probability, just as expected profits would be; and the expected opportunity loss is calculated. The expected value of perfect information is the difference between the expected payoff under certainty (with perfect information) and the expected payoff without perfect information.