18 citations · 37 across the 7 of their papers we have counts for
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math.OC2014★ 4 cited
Asymmetry of Risk and Value of Information
Roman V. Belavkin
The von Neumann and Morgenstern theory postulates that rational choice under uncertainty is equivalent to maximization of expected utility (EU). This view is mathematically appeali…
math.OC2010★ 18 cited
Optimal measures and Markov transition kernels
Roman V. Belavkin
We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physi…