Relative and Discrete Utility Maximising Entropy
From MaRDI portal
Publication:3567158
DOI10.1142/S1230161208000213zbMath1188.94039arXiv0709.1281OpenAlexW2165179977MaRDI QIDQ3567158
Grzegorz Harańczyk, Wojciech Słomczyński, Zastawniak, Tomasz
Publication date: 11 June 2010
Published in: Open Systems & Information Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.1281
Cites Work
- Measuring information beyond communication theory - why some generalized information measures may be useful, others not
- Trace inequalities in nonextensive statistical mechanics
- A utility-based approach to some information measures
- A variational expression for the relative entropy
- Additional logarithmic utility of an insider
- Robust utility maximization for complete and incomplete markets
- On the inequality \(\sum p_if(p_i) \geq \sum p_if(q_i)\).
- On the solution of a functional inequality and its applications
- A class of measures of informativity of observation channels
- ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
- On Divergences and Informations in Statistics and Information Theory
- The R-norm information measure
- Anticipative portfolio optimization
- Conditional expectation in an operator algebra. IV. Entropy and information
- Information-theoretical considerations on estimation problems
- On Information and Sufficiency
- Introduction to a theory of value coherent with the no-arbitrage principle
- Minimax and minimal distance martingale measures and their relationship to portfolio optimization
This page was built for publication: Relative and Discrete Utility Maximising Entropy
