Andrey Bronevich

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The Description of Least Favorable Pairs in Huber-Strassen Theory, Finite Case

Abstract

In this paper we provide the algebraic description of the minmax problem solutions, which are considered in Huber-Strassen theory providing effective algorithms of searching least favorable pairs. This investigation gives also new insights to understanding well-known algorithms for maximizing Shannon entropy and other functionals.

Keywords

2-monotone capacities, least favorable pairs, Huber-Strassen theory, Kullback–Leibler distance.

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Authors’ addresses

Nekrasovsky street 44, 347928, Taganrog, Russia

E-mail addresses

Andrey Bronevich

brone@mail.ru