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
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;
Conference_Titel :
Information Theory Proceedings (ISIT), 2012 IEEE International Symposium on
Conference_Location :
Cambridge, MA
Print_ISBN :
978-1-4673-2580-6
Electronic_ISBN :
2157-8095
DOI :
10.1109/ISIT.2012.6284248
