| 最小熵风险决策 |
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| 引用本文： | 田玉楚,徐功仁.最小熵风险决策[J].华东理工大学学报(自然科学版),1988(Z1). |
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| 作者姓名： | 田玉楚 徐功仁 |
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| 作者单位： | 华东化工学院系统工程研究室
(田玉楚)，华东化工学院系统工程研究室(徐功仁) |
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| 摘 要： | 本文分析了传统风险决策方法所存在的缺陷,把信息熵准则引入风险决策,提出了最小熵决策方法,并在几种不同的情况下作了推广。
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| 关 键 词： | 熵 信息 决策论 风险函数 |
Minimum entropy risk decision-making |
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| Tian Yuchu Xu Gongren.Minimum entropy risk decision-making[J].Journal of East China University of Science and Technology,1988(Z1). |
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| Authors: | Tian Yuchu Xu Gongren |
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| Institution: | Institute of Systems Engineering |
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| Abstract: | Some tranditional risk decision-making methods are reviewed. Information theory is introduced to such risk decision problems. A minimum entropy (ME) criterion is proposed to solve multifactor decision-making problems. Generalizations of the ME method for several cases are presented also. |
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| Keywords: | entropy information decision theory risk functions |
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