Expected Value Minimization in Information Theoretic Multiple Priors Models

DOI10.1109/TIT.2018.2827364zbMATH Open1395.94208OpenAlexW2802227683WikidataQ129976740 ScholiaQ129976740MaRDI QIDQ5375558FDOQ5375558

Authors: Imre Csiszár, Thomas Breuer 

Publication date: 14 September 2018

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2018.2827364

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Measures of information, entropy (94A17) Probabilistic measure theory (60A10)

Cited In (4)

• A multistage distributionally robust optimization approach to water allocation under climate uncertainty
• Title not available (Why is that?)
• Portfolio optimization with entropic value-at-risk
• Robust inference for moment condition models without rational expectations

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