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Application of information-type divergences to constructing multiple-priors and variational preferences | IEEE Conference Publication | IEEE Xplore

Application of information-type divergences to constructing multiple-priors and variational preferences


Abstract:

This paper studies broad classes of variational and multiple-priors preferences incorporating divergence measures that are generalizations of the relative entropy. It is ...Show More

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.
Date of Conference: 01-06 July 2012
Date Added to IEEE Xplore: 27 August 2012
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Conference Location: Cambridge, MA, USA

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