基于熵风险度量的混合期望效用模型研究

An Improvement Expectation Utility Model Based on Entropy

论文在期望效用模型的基础上,引入熵对不确定性风险的度量,形成了基于熵风险度量的混合决策准则,对期望效用模型进行了改进,并用改进后的模型解释了"共同比率效应"。表明改进后的模型能使决策行动的风险度量与决策者的偏好相容,从方法上降低了决策风险。

This paper improves the expectation utility model through building up a kind of admixture decision criteria which is based on the method of entropy to the indetermination risk generous character and uses the improved model to explain Common Ratio effect. It shows that the improved model can describe hobby of scientifically, lower the decision risk.