Certainty equivalents and information measures: Duality and extremal principles

DOI10.1016/0022-247X(91)90145-PzbMath0736.94004MaRDI QIDQ1177028

Marc Teboulle, Aharon Ben-Tal, Adi Ben-Israel

Publication date: 25 June 1992

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

distributionsexpected utilityrecourse certainty equivalentCsiszár's \(\phi\)-divergence between probabilitydecision theory under riskeconomics of riskranking random variablesYaari's certainty equivalent

Mathematics Subject Classification ID

Economics of information (91B44) Measures of information, entropy (94A17)

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