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模糊信息差异及唯一性定理证明 被引量:1

On the Fuzzy information discrepancy
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摘要 定义了模糊相对熵,基于模糊熵和距离定义了模糊信息差异、拟模糊信息差异,并讨论了模糊信息差异唯一性定理以及模糊信息差异的性质. The notion of Fuzzy cross entropy, quasi Fuzzy information discrepancy and Fuzzy information discrepancy are defined based on the notion of entropy and distance The theory of its uniqueness and its properties are discussed.
作者 李强
出处 《纯粹数学与应用数学》 CSCD 北大核心 2007年第2期161-165,共5页 Pure and Applied Mathematics
关键词 模糊相对熵 模糊信息差异 拟模糊信息差异 Fuzzy cross entropy, Fuzzy information discrepancy, quasi Fuzzy information discrepancy
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参考文献8

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同被引文献13

  • 1黄小原,赵光华,庄新田.企业投融资组合的模糊模型与优化[J].控制与决策,2004,19(7):756-758. 被引量:3
  • 2周洪涛,王宗军,宋海刚.基于模糊优化的多目标投资组合选择模型研究[J].华中科技大学学报(自然科学版),2005,33(1):108-110. 被引量:23
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  • 7S. Al-binali. A risk-reward framework for the competitive analysis of financial games [ J ], Algorithumica, 1999, 25: 99-115.
  • 8R. Bell, T. M. Cover. Game- theoretic optimal portfolios[ J]. Management Science,1998, 34:724-733.
  • 9B. Rustem, G. Robin and Beeker et al. Robust min - max portfolio strategies for rival forecast and risk scenarios [ J ]. Journal of Economic Dynamics and Control, 2000,24 : 1591-1264.
  • 10H. Tanaka, P. Guo and I. B. Turksen. Portfolio selection based on fuzzy probabilities and possibility distributions [ J ]. Fuzzy Sets and Systems, 2000, 111 : 387-397.

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