Normalized Expected Utility-Entropy Measure of Risk.
Jiping YangWanhua QiuPublished in: Entropy (2014)
Keyphrases
- expected utility
- entropy measure
- information theoretic
- decision theoretic
- utility function
- risk aversion
- decision makers
- decision theory
- risk averse
- pareto optimal
- optimal strategy
- decision making
- influence diagrams
- conditional plans
- belief functions
- similarity measure
- mutual information
- multi objective
- worst case
- optimal portfolio