Relative Entropy, Exponential Utility, and Robust Dynamic Pricing.

Andrew E. B. Lim J. George Shanthikumar

Published in: Oper. Res. (2007)

Keyphrases

relative entropy
dynamic pricing
information theoretic
information theory
log likelihood
mutual information
utility function
covariance matrix
mahalanobis distance
machine learning
learning algorithm
pairwise
model selection
classification error
learning curve