Munich Personal RePEc Archive

Kullback-Leibler simplex

Kangpenkae, Popon (2011): Kullback-Leibler simplex. Forthcoming in:

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Abstract

This technical reference presents the functional structure and the algorithmic implementation of KL (Kullback-Leibler) simplex. It details the simplex approximation and fusion. The KL simplex is fundamental, robust, adaptive an informatics agent for computational research in economics, finance, game and mechanism. From this perspective the study provides comprehensive results to facilitate future work in such areas.

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