A decision model based on expected utility, entropy and variance

被引：3
作者：
Brito, Irene [1 ]
机构：
[1] Univ Minho, Ctr Matemat, Dept Matemat, P-4800058 Guimaraes, Portugal
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2020年 / 379卷 / 379期
关键词：
Decision analysis; Expected utility; Entropy; Variance; Decision model; Risk; RISK; UNCERTAINTY;
D O I：
10.1016/j.amc.2020.125285
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A decision model - the expected utility, entropy and variance (EU-EV) model - is proposed, where the decision criterion depends on the uncertainty risk factors entropy and variance and on the subjective expected utility. The EU-EV model is applied to decision problems existing in the literature, and it is shown that they can be well explained with this model. (C) 2020 Elsevier Inc. All rights reserved.
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页数：9
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