【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。更多还原

【Abstract】 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.更多还原