Solving continuous stochastic decision-making problems under uncertainty by the maximum entropy formulism

Solving continuous stochastic decision-making problems under uncertainty by the maximum entropy formulism

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Article ID: iaor20041675
Country: China
Volume: 22
Issue: 9
Start Page Number: 97
End Page Number: 100
Publication Date: Jan 2002
Journal: Systems Engineering Theory & Practice
Authors: ,
Keywords: entropy
Abstract:

This paper, based on the Kullback's entropy definition, applies the maximum entropy formulism to transform decision-making under uncertainty and with continuous stochastic variable space to risky decision-making, which means the former can be solved.

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