Aspects concerning entropy and utility

DOI10.1007/S11238-010-9232-5MaRDI QIDQ430153zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

expected utility maximization\(U\)-entropy\(U\)-relative entropyconditional \(U\)-entropyconditional relative \(U\)-entropydata processing inequalitymutual \(U\)-information

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Utility theory (91B16) Rationality and learning in game theory (91A26)

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

Cites work

• scientific article; zbMATH DE number 3911472 (Why is no real title available?)
• scientific article; zbMATH DE number 4072103 (Why is no real title available?)
• scientific article; zbMATH DE number 1088242 (Why is no real title available?)
• scientific article; zbMATH DE number 2068883 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 6293992 (Why is no real title available?)
• scientific article; zbMATH DE number 3395595 (Why is no real title available?)
• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
• 10.1162/153244304773633816
• A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
• A Mathematical Theory of Communication
• A coding theorem and Rényi's entropy
• A new look at the statistical model identification
• A utility-based approach to some information measures
• Additional logarithmic utility of an insider
• An Axiomatic Approach to Measurable Utility
• Analysis of turbulence by statistics based on generalized entropies
• Anticipative portfolio optimization
• Entropy, divergence and distance measures with econometric applications
• Fifty years of Shannon theory
• MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS
• MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS
• Model Selection and Multimodel Inference
• Non-transitive measurable utility for decision under uncertainty
• On Information and Sufficiency
• Rank dependent utility for arbitrary consequence spaces
• Relative information of type \(s\), Csiszár's \(f\)-divergence, and information inequalities
• Robust utility maximization for complete and incomplete markets
• The analogy between coding theory and multifractals
• Tsallis statistics and fully developed turbulence
• Utility maximization in incomplete markets for unbounded processes

Cited in

(2)

• A utility-based approach to some information measures
• Relative and discrete utility maximising entropy

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)