A note on entropy optimization

MaRDI QIDQ2759574zbMATH OpenFDO

Authors Pierre Maréchal

Publication date 27 February 2002

zbMATH Keywords

entropyFenchel dualityintegral functionallower semicontinuous convex functionoptimization

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Set-valued and variational analysis (49J53) Optimality conditions and duality in mathematical programming (90C46)

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Cited in

(4)

• Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data
• Minimization under entropy conditions, with applications in lower bound problems
• scientific article; zbMATH DE number 854294 (Why is no real title available?)
• scientific article; zbMATH DE number 6276166 (Why is no real title available?)

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