| 决策分析中一类极大熵问题的求解算法与应用 |
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| 引用本文： | 张瑞清,邱菀华. 决策分析中一类极大熵问题的求解算法与应用[J]. 系统工程理论与实践, 1996, 10(11): 39-43. DOI: 10.12011/1000-6788(1996)11-39 |
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| 作者姓名： | 张瑞清 邱菀华 |
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| 作者单位： | 北京航空航天大学管理学院 |
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| 摘 要： | 提出了决策分析中一类极大熵问题的求解算法。与求解极大熵问题常采用的Lagrange数乘法相比, 此算法更加简便、省时, 不仅适用于决策分析, 而且对非线性规划中的基准点测试也有一定的参考价值。文章最后应用此算法对一个投资决策问题进行了求解。
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| 关 键 词： | 决策分析 熵 不确定性决策 |
| 收稿时间： | 1995-07-10 |
An Algorithm for a Class of Maximum Entropy Problems and Its Application |
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| Zhang Ruiqing Qiu Wanhua. An Algorithm for a Class of Maximum Entropy Problems and Its Application[J]. Systems Engineering —Theory & Practice, 1996, 10(11): 39-43. DOI: 10.12011/1000-6788(1996)11-39 |
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| Authors: | Zhang Ruiqing Qiu Wanhua |
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| Affiliation: | Beijing University of Aeronautics & Astronautics, School of Management, 100083 |
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| Abstract: | In this paper, we propose an exact method for solving a class of maximum entropy problems used in a decision making context.Comparing with the lagrange Multiplier method normally applied in the maximum entropy problems, this method is more simple and time-saving. It should be proved valuable for not only the decision analysis, but aslo the benchmark testing of the numerical nonlinear programming. Finally, an example about an investment decision problem is presented. |
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| Keywords: | decision analysis entropy uncertainty decision |
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