Game theoretical optimization inspired by information theory

  • Authors:
  • Flemming Topsøe

  • Affiliations:
  • Institute of Mathematical Sciences, University of Copenhagen, Copenhagen, Denmark 2100

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2009

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Abstract

Inspired by previous work on information theoretical optimization problems, the basics of an axiomatic theory of certain special two-person zero-sum games is developed. One of the players, "Observer", is imagined to have a "mind", the other, "Nature", not. These ideas lead to un-symmetric modeling as the two players are treated quite differently. Basic concavity- and convexity results as well as a general minimax theorem are derived from the axioms.