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On the relationship between entropy, demand uncertainty, and expected loss
Fleischhacker, Adam J.; Fok, Pak-Wing - In: European journal of operational research : EJOR 245 (2015) 2, pp. 623-628
Persistent link: https://www.econbiz.de/10011308958
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Quadratic entropy of uncertain sets
Wang, Xiaosheng; Ha, Minghu - In: Fuzzy optimization and decision making : a journal of … 12 (2013) 1, pp. 99-109
Persistent link: https://www.econbiz.de/10009727866
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Entropy and the value of information for investors
Cabrales, Antonio; Gossner, Olivier; Serrano, Roberto - In: The American economic review 103 (2013) 1, pp. 360-377
Persistent link: https://www.econbiz.de/10009716387
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On the decisiveness of a game in a tournament
Geenens, Gery - In: European journal of operational research : EJOR 232 (2014) 1, pp. 156-168
Persistent link: https://www.econbiz.de/10010224721
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Optimal asset allocation: Risk and information uncertainty
Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung - In: European journal of operational research : EJOR 251 (2016) 2, pp. 554-561
Persistent link: https://www.econbiz.de/10011444354
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Entropy and the value of information for investors
Cabrales, Antonio; Gossner, Olivier; Serrano, Roberto - 2010
that price. We show that this complete informativeness ordering is represented by the decrease in entropy of his beliefs … ordering based on similar premises exists. -- Informativeness ; information structures ; entropy ; decision under uncertainty …
Persistent link: https://www.econbiz.de/10008760512
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The newsvendor under demand ambiguity : combining data with moment and tail information
Saghafian, Soroush; Tomlin, Brian - In: Operations research 64 (2016) 1, pp. 167-185
Persistent link: https://www.econbiz.de/10011447841
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Robust estimation and control under commitment
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of economic theory 124 (2005) 2, pp. 258-301
Persistent link: https://www.econbiz.de/10003192064
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Relevanz von Information in konditionalen Entscheidungsmodellen
Reucher, Elmar; Rödder, Wilhelm - In: Operations research proceedings 2001 : selected papers …, (pp. 379-386). 2002
Persistent link: https://www.econbiz.de/10001677547
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Entropy and the Value of Information for Investors
Cabrales, Antonio - 2010
show that this complete informativeness ordering is represented by the decrease in entropy of his beliefs, regardless of …
Persistent link: https://www.econbiz.de/10013135356