Maximum entropy principle with general deviation measures

Mathematics of Operations Research

Volumn 34, Issue 2, 2009, Pages 445-467

  Grechuk, Bogdan ^a   Molyboha, Anton ^a   Zabarankin, Michael ^a  

^a STEVENS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Deviation measures; Maximum entropy principle; R nyi entropy; Shannon entropy

Indexed keywords

COMPACT SETS; CONCAVE FUNCTION; CONDITIONAL VALUE-AT-RISK; DEVIATION MEASURES; ENTROPY MAXIMIZATION; EXPLICIT FORMULA; MAXIMUM ENTROPY PRINCIPLE; MEAN ABSOLUTE DEVIATIONS; SHANNON ENTROPY;

INVERSE PROBLEMS; MAXIMUM PRINCIPLE; RANDOM VARIABLES; STRUCTURES (BUILT OBJECTS);

ENTROPY;

EID: 67649997299     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1090.0377     Document Type: Article

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