The maximum entropy principle in decision theory
Journal: Vestnik of Saint Petersburg University Applied Mathematics Computer Science Control Processes
Year: 2024

Traditionally, the principle of maximum entropy is used to find unknown distribution of random variables. In decision theory, this principle is used primarily in situations of uncertainty regarding the probability distribution of hypotheses about the “state of the environment”, where the environment is understood as a set of parameters that influence the result of the decision made. This paper considers the use of the principle of maximum entropy for a different purpose, namely for the purpose o