决策分析中一类极大熵问题的求解算法与应用  

An Algorithm for a Class of Maximum Entropy Problems and Its Application

作　　者：张瑞清[1] 邱菀华[1] 

机构地区：[1]北京航空航天大学管理学院

出　　处：《系统工程理论与实践》1996年第11期39-43,共5页Systems Engineering-Theory & Practice

摘　　要：提出了决策分析中一类极大熵问题的求解算法。与求解极大熵问题常采用的Ｌａｇｒａｎｇｅ数乘法相比，此算法更加简便、省时，不仅适用于决策分析，而且对非线性规划中的基准点测试也有一定的参考价值。文章最后应用此算法对一个投资决策问题进行了求解。In this paper, we propose an exact method for solving a class of maximum entropy problems used in a decision making context.Comparing with the lagrange Multiplier method normally applied in the maximum entropy problems, this method is more simple and time-saving. It should be proved valuable for not only the decision analysis, but aslo the benchmark testing of the numerical nonlinear programming. Finally, an example about an investment decision problem is presented.

关 键 词：决策分析 熵 极大熵 

分 类 号：O225[理学—运筹学与控制论]