Relative and Discrete Utility Maximising Entropy (Q3567158): Difference between revisions

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+.1281
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+Measuring information beyond communication theory - why some generalized information measures may be useful, others not
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+Additional logarithmic utility of an insider
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+Information-theoretical considerations on estimation problems
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+The R-norm information measure
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+A class of measures of informativity of observation channels
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+On the inequality \(\sum p_if(p_i) \geq \sum p_if(q_i)\).
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+A utility-based approach to some information measures
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+Introduction to a theory of value coherent with the no-arbitrage principle
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+Trace inequalities in nonextensive statistical mechanics
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+Minimax and minimal distance martingale measures and their relationship to portfolio optimization
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+Robust utility maximization for complete and incomplete markets
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+ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
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+On Information and Sufficiency
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+On Divergences and Informations in Statistics and Information Theory
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+A variational expression for the relative entropy
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+Anticipative portfolio optimization
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+On the solution of a functional inequality and its applications
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+Conditional expectation in an operator algebra. IV. Entropy and information
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