Generalized entropy optimization problems with finite moment function sets

DOI10.1080/09720510.2010.10701489MaRDI QIDQ3007424zbMATH OpenOpenAlexFDO

Authors Aladdin Kh. Shamilov

Publication date 21 June 2011

Published in Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2010.10701489

zbMATH Keywords

finite moment function setgeneralized entropy optimization problemMaxMaxEntMinMaxEnt distributions

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of mathematical programming (90C90)

Recommendations

• A new concept of relative suitability of moment function sets
• Maximum d'entropie et problème des moments. (Maximum entropy and the moment problem)
• scientific article; zbMATH DE number 992978
• A general maximum entropy theory: constraint optimization in probability
• Maximum entropy in the generalized moment problem

Cited in

(6)

• A generalized entropy optimization modelling in the theory of stochastic differential equations
• Optimization and large scale computation of an entropy-based moment closure
• A new concept of relative suitability of moment function sets
• An application of new method to obtain probability density function of solution of stochastic differential equations
• Estimating the firm value distribution function by entropy optimization and geometric programming
• A new method for modelling the stochastic differential equations

This page was built for publication: Generalized entropy optimization problems with finite moment function sets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3007424)