Partial triangular entropy of uncertain random variables and its application

被引：0
|
作者：
Hamed Ahmadzade
Rong Gao
Mohammad Hossein Dehghan
Reza Ahmadi
机构：
[1] University of Sistan and Baluchestan,Department of Mathematical Sciences
[2] Hebei University of Technology,School of Economics and Management
来源：
Journal of Ambient Intelligence and Humanized Computing | 2018年 / 9卷
关键词：
Chance theory; Uncertain random variable; Partial entropy; Partial triangular entropy; Portfolio selection;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Partial entropy is a device to measure how much of entropy of an uncertain random variable belongs to uncertain variables. However, partial entropy may fail to measure the uncertainty of an uncertain random variable. In this paper, for refining this problem, a definition of partial triangular entropy is presented. In addition, several properties of partial triangular entropy are obtained. Moreover, partial triangular entropy of an uncertain random variable is applied to mean-variance portfolio selection.
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收藏
页码：1455 / 1464
页数：9
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