A correspondence principle for relative entropy minimization

DOI<191::AID-NAV3220370202>3.0.CO;2-C 10.1002/1520-6750(199004)37:2<191::AID-NAV3220370202>3.0.CO;2-CzbMath0695.94002OpenAlexW2063009469MaRDI QIDQ3472036

Donald E. Brown, Robert L. Smith

Publication date: 1990

Full work available at URL: https://doi.org/10.1002/1520-6750(199004)37:2<191::aid-nav3220370202>3.0.co;2-c

zbMATH Keywords

convex constraintsinference methodRelative entropy minimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Measures of information, entropy (94A17)

Related Items (1)

Uncertainty management with imprecise knowledge with application to design

Cites Work

• A Mathematical Theory of Communication
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