Grzegorz Hara\'nczyk; Wojciech S{\l}omczy\'nski; … - arXiv.org - 2007
The notion of utility maximising entropy (u-entropy) of a probability density, which was introduced and studied by Slomczynski and Zastawniak (Ann. Prob 32 (2004) 2261-2285, arXiv:math.PR/0410115 v1), is extended in two directions. First, the relative u-entropy of two probability measures in...