Scoring Rules, Generalized Entropy, and Utility Maximization
نویسندگان
چکیده
منابع مشابه
Scoring Rules, Generalized Entropy, and Utility Maximization
Information measures arise in many disciplines, including forecasting (where scoring rules are used to provide incentives for probability estimation), signal processing (where information gain is measured in physical units of relative entropy), decision analysis (where new information can lead to improved decisions), and finance (where investors optimize portfolios based on their private inform...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2008
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1070.0498