| Article ID: | iaor1996607 |
| Country: | Netherlands |
| Volume: | 59 |
| Issue: | 2 |
| Start Page Number: | 324 |
| End Page Number: | 329 |
| Publication Date: | Jun 1992 |
| Journal: | European Journal of Operational Research |
| Authors: | Fang S.C., Tsao H.S.J., Lee D.N. |
| Keywords: | entropy |
In this technical note, the authors use Jensen’s inequality to derive a dual approach to solving linearly constrained entropy optimization problems with a countably infinite number of states. It extends a Geometric Programming appraoch to the same problem with only a finite number of states.