Aspects concerning entropy and utility
DOI10.1007/S11238-010-9232-5zbMATH Open1242.91066OpenAlexW2139299468MaRDI QIDQ430153FDOQ430153
Authors: A. R. Hoseinzadeh, G. H. Yari, Gholam-Reza Mohtashami Borzadaran
Publication date: 20 June 2012
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-010-9232-5
Recommendations
- Relative and discrete utility maximising entropy
- A utility-based approach to some information measures
- Utility maximizing entropy and the second law of thermodynamics.
- A decision model based on expected utility, entropy and variance
- MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS
expected utility maximization\(U\)-entropy\(U\)-relative entropyconditional \(U\)-entropyconditional relative \(U\)-entropydata processing inequalitymutual \(U\)-information
Learning and adaptive systems in artificial intelligence (68T05) Utility theory (91B16) Rationality and learning in game theory (91A26)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- A new look at the statistical model identification
- On Information and Sufficiency
- A Mathematical Theory of Communication
- Title not available (Why is that?)
- Model Selection and Multimodel Inference
- Additional logarithmic utility of an insider
- Anticipative portfolio optimization
- Entropy, divergence and distance measures with econometric applications
- Robust utility maximization for complete and incomplete markets
- Title not available (Why is that?)
- An Axiomatic Approach to Measurable Utility
- Title not available (Why is that?)
- Fifty years of Shannon theory
- A coding theorem and Rényi's entropy
- A utility-based approach to some information measures
- Non-transitive measurable utility for decision under uncertainty
- Rank dependent utility for arbitrary consequence spaces
- Relative information of type \(s\), Csiszár's \(f\)-divergence, and information inequalities
- Utility maximization in incomplete markets for unbounded processes
- The analogy between coding theory and multifractals
- Title not available (Why is that?)
- Title not available (Why is that?)
- Tsallis statistics and fully developed turbulence
- MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS
- 10.1162/153244304773633816
- Title not available (Why is that?)
- A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
- MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS
- Analysis of turbulence by statistics based on generalized entropies
Cited In (2)
This page was built for publication: Aspects concerning entropy and utility
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q430153)