Utility function from maximum entropy principle

DOI10.3390/E8010018zbMath1135.91366arXivcond-mat/0402240OpenAlexW2109915268MaRDI QIDQ925742

Elsie Sterbin Gottlieb

Publication date: 22 May 2008

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0402240

zbMATH Keywords

maximum entropy principleutility functionrisk aversionprice density

Mathematics Subject Classification ID

Utility theory (91B16) Measures of information, entropy (94A17)

Related Items (2)

Estimating utility functions using generalized maximum entropy ⋮ A maximum-entropy approach to the linear credibility formula

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