Remarks on "A measure of risk and a decision-making model based on expected utility and entropy" by Jiping Yang and Wanhua Qiu (EJOR 164 (2005), 792-799).
Kathrin FischerAndreas KleinePublished in: Eur. J. Oper. Res. (2007)
Keyphrases
- expected utility
- decision makers
- decision making
- decision theory
- influence diagrams
- utility function
- risk aversion
- utility theory
- decision theoretic
- prospect theory
- risk averse
- conditional plans
- optimal strategy
- pareto optimal
- decision model
- decision problems
- graphical models
- subjective probabilities
- neural network
- multi objective optimization
- state space
- expert systems
- computational complexity
- optimal portfolio