Remarks on ``a measure of risk and a decision-making model based on expected utility and entropy by \textit{J. Yang} and \textit{W. Qiu} [Eur. J. Oper. Res. 164, No. 3, 792--799 (2005; Zbl 1057.91020)]

DOI10.1016/J.EJOR.2006.07.033zbMath1137.91351OpenAlexW1968593626MaRDI QIDQ879325

Kathrin Fischer, Andreas Kleine

Publication date: 11 May 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.07.033

zbMATH Keywords

expected utilitydecision analysisexpected utility-entropy measure of risk

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Cites Work

• A Mathematical Theory of Communication
• A measure of risk and a decision-making model based on expected utility and entropy
• Coherent Measures of Risk
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Prospect Theory: An Analysis of Decision under Risk
• Curvature of the Probability Weighting Function
• Unnamed Item

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