Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/66799

TitleA decision model based on expected utility, entropy and variance
Author(s)Brito, Irene
KeywordsDecision analysis
Expected utility
Entropy
Variance
Decision model
Risk
Issue date2020
PublisherElsevier Science Inc
JournalApplied Mathematics and Computation
Abstract(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.
TypeArticle
URIhttp://hdl.handle.net/1822/66799
DOI10.1016/j.amc.2020.125285
ISSN0096-3003
Publisher versionhttps://www.sciencedirect.com/science/article/pii/S009630032030254X
Peer-Reviewedyes
AccessEmbargoed access (2 Years)
Appears in Collections:CMAT - Artigos em revistas com arbitragem / Papers in peer review journals

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