| 运用熵极大化准则求解连续型不确定性决策问题 |
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| 引用本文： | 何大义,邱菀华.运用熵极大化准则求解连续型不确定性决策问题[J].系统工程理论与实践,2002,22(9):97-100. |
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| 作者姓名： | 何大义 邱菀华 |
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| 作者单位： | 北京航空航天大学经济管理学院 |
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| 基金项目： | 国家自然科学基金 (7993 0 90 0 ) |
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| 摘 要： | 在 Kullback信息熵的基础上 ,对于状态空间为连续型随机变量的不确定性决策问题 ,运用熵极大化准则 ,将其转化为风险型决策问题 ,达到求解的目的.
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| 关 键 词： | 熵极大化准则 不确定性决策问题 |
| 文章编号： | 1000-6788(2002)09-0097-04 |
| 修稿时间： | 2001年3月9日 |
Solving Continuous Stochastic Decision-making Problem under Uncertainty by the Maximum Entropy Formulism |
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| HE Da\|yi,QIU Wan\|hua.Solving Continuous Stochastic Decision-making Problem under Uncertainty by the Maximum Entropy Formulism[J].Systems Engineering —Theory & Practice,2002,22(9):97-100. |
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| Authors: | HE Da\|yi QIU Wan\|hua |
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| Institution: | School of Economics & Management; Beijing University of Aeronautics & Astronautics |
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| Abstract: | This paper, based on the Kullback's entropy definition, applies the maximum entropy formulism to transform the decision\|making under uncertainty and with continuous stochastic variable space to the risky decision\|making, which makes the former can be solved. |
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| Keywords: | maximum entropy formulism decision\|making under uncertainty |
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