Relative entropy in sequential decision problems

DOI10.1016/S0304-4068(99)00027-0zbMath0952.91019WikidataQ126340702 ScholiaQ126340702MaRDI QIDQ1567189

Rann Smorodinsky, Ehud Lehrer

Publication date: 5 June 2000

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

optimization; relative entropy; sequential decision problems

Mathematics Subject Classification ID

91B06: Decision theory

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