DocumentCode
3127212
Title
Application of information-type divergences to constructing multiple-priors and variational preferences
Author
Ahmadi-Javid, A.
Author_Institution
Dept. of Ind. Eng., Amirkabir Univ. of Technol. (Tehran Polytech.), Tehran, Iran
fYear
2012
fDate
1-6 July 2012
Firstpage
538
Lastpage
540
Abstract
This paper studies broad classes of variational and multiple-priors preferences incorporating divergence measures that are generalizations of the relative entropy. It is shown that the proposed information-type preferences can be calculated through convex optimization problems with a small number of real variables.
Keywords
convex programming; entropy; variational techniques; convex optimization; divergence measures; generalizations; information-type divergences; information-type preferences; multiple-priors preferences; relative entropy; variational preferences; Information theory; Decision thoery under ambiguty; Generalized relative entropy; Information-type divergnecs; Kullback-Leibler divergence; Multiple-priors preferences; Variational preferences;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory Proceedings (ISIT), 2012 IEEE International Symposium on
Conference_Location
Cambridge, MA
ISSN
2157-8095
Print_ISBN
978-1-4673-2580-6
Electronic_ISBN
2157-8095
Type
conf
DOI
10.1109/ISIT.2012.6284248
Filename
6284248
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