Relative and Discrete Utility Maximising Entropy

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چکیده

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Relative and Discrete Utility Maximising Entropy

The notion of utility maximising entropy (u-entropy) of a probability density, which was introduced and studied in [SZ04], is extended in two directions. First, the relative u-entropy of two probability measures in arbitrary probability spaces is defined. Then, specialising to discrete probability spaces, we also introduce the absolute u-entropy of a probability measure. Both notions are based ...

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ژورنال

عنوان ژورنال: Open Systems & Information Dynamics

سال: 2008

ISSN: 1230-1612,1793-7191

DOI: 10.1142/s1230161208000213