An Entropy Approach for Utility Assignment in Decision Analysis
作者： Ali E. Abbas
DOI: 10.1063/1.1570550
关键词: Von Neumann–Morgenstern utility theorem 、 Decision analysis 、 Optimal decision 、 Decision theory 、 Subjective expected utility 、 Mathematics 、 Two-moment decision model 、 Mathematical optimization 、 Evidential reasoning approach 、 Decision tree
摘要: A fundamental step in decision analysis is the elicitation of decision‐maker’s preferences about prospects a situation form utility values. However, this can be difficult task to perform practice as number may large, and eliciting value for each prospect time consuming stressful maker. To relieve some burden task, paper presents normative method assign unbiased values when only incomplete preference information available We introduce notion density function propose maximum entropy principle assignment.
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