The maximum entropy principle in decision theory

被引:0
|
作者
Prokaev, A. N. [1 ]
机构
[1] Russian Acad Sci, St Petersburg Fed Res Ctr, Hi Tech Res & Dev Off Ltd, 39,14 Ya liniya V ?, St Petersburg 199178, Russia
来源
VESTNIK SANKT-PETERBURGSKOGO UNIVERSITETA SERIYA 10 PRIKLADNAYA MATEMATIKA INFORMATIKA PROTSESSY UPRAVLENIYA | 2024年 / 20卷 / 02期
关键词
information theory; decision theory; search theory; expected utility theory; utility function; maximum entropy principle;
D O I
10.21638/spbu10.2024.203
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Traditionally, the principle of maximum entropy is used to find unknown distribution of random variables. In decision theory, this principle is used primarily in situations of uncertainty regarding the probability distribution of hypotheses about the "state of the environment," where the environment is understood as a set of parameters that influence the result of the decision made. This paper considers the use of the principle of maximum entropy for a different purpose, namely for the purpose of optimal distribution of resources of various types. A proof of theorems is given that make it possible to create algorithms for solving various problems of resource allocation based on the principle of maximum entropy, as well as examples of solving demonstrative problems.
引用
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页码:154 / 169
页数:16
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