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 MoreMetadata
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
ISBN Information: