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Selected Works of H.-S. Jacob Tsao
Article
On the Optimal Entropy Analysis
European Journal of Operations Research (1992)
  • Jacob Tsao, San Jose State University
  • Shu-Cherng Fang, North Carolina State University at Raleigh
  • D N Lee
Link
Abstract

In this technical note, we 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 approach to the same problem with only a finite number of states.

Keywords
  • optimal entropy,
  • analysis
Disciplines
Publication Date
1992
Publisher Statement
SJSU users: use the following link to login and access the article via SJSU databases
Citation Information
Jacob Tsao, Shu-Cherng Fang and D N Lee. "On the Optimal Entropy Analysis" European Journal of Operations Research Vol. 59 (1992)
Available at: http://works.bepress.com/jacob_tsao/47/