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Duality Between Maximization of Expected Utility and Minimization of Relative Entropy When Probabilities are ImpreciseR.F. Nau, V.R.R. Jose, R.L. Winkler. "Duality Between Maximization of Expected Utility and Minimization of Relative Entropy When Probabilities are Imprecise." Proceedings of the 6th International Symposium on Imprecise Probabilities and Their Applications. Durham, UK: ISIPTA, 2009. |
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