Kullback-Leibler Simplex

Popon Kangpenkae

MPRA Paper from University Library of Munich, Germany

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.

Keywords: KL divergence; second-order perceptron; informatics agent; simplex projection and fusion; computational economics-game-finance-mechanism (search for similar items in EconPapers)
JEL-codes: C61 C63 (search for similar items in EconPapers)
Date: 2012-06
New Economics Papers: this item is included in nep-cmp
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:39494

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