摘要
本文提出由客观状态的不确定性和结果价值两方面因素造成的效用风险的概念,定义并构造效用风险函数和效用风险熵的函数表达式,剖析其主要数学特性,阐明效用风险函数和效用风险熵作为客观状态和决策行动方案的效用风险测度函数的合理性.
This paper proposes a new concept of effect risk resulting from the uncertainty and resultant value of the objective. The expressions of effect risk function and effect risk entropy are defined and contructed, and their main mathematical properties ate analysed. It also expounds the reasonability of the effect risk function and effect risk entropy as the effect risk measure of the object state and decision action.
关键词
风险熵
information theory, decision risk, entropy