Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/66799| Título: | A decision model based on expected utility, entropy and variance |
| Autor(es): | Brito, Irene |
| Palavras-chave: | Decision analysis Expected utility Entropy Variance Decision model Risk |
| Data: | 2020 |
| Editora: | Elsevier Science Inc |
| Revista: | Applied Mathematics and Computation |
| Resumo(s): | A decision model - the expected utility, entropy and variance (EU-EV) model - is proposed, where the decision criterion depends on the uncertainty risk factors entropy and variance and on the subjective expected utility. The EU-EV model is applied to decision problems existing in the literature, and it is shown that they can be well explained with this model. |
| Tipo: | Artigo |
| URI: | https://hdl.handle.net/1822/66799 |
| DOI: | 10.1016/j.amc.2020.125285 |
| ISSN: | 0096-3003 |
| Versão da editora: | https://www.sciencedirect.com/science/article/pii/S009630032030254X |
| Arbitragem científica: | yes |
| Acesso: | Acesso aberto |
| Aparece nas coleções: |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| euevmodel.pdf | 139,35 kB | Adobe PDF | Ver/Abrir |
