68 citations · 109 across the 4 of their papers we have counts for
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math.PR2007
Relative and Discrete Utility Maximising Entropy
Grzegorz Harańczyk, Wojciech Słomczyński, Tomasz Zastawniak
The notion of utility maximising entropy (u-entropy) of a probability density, which was introduced and studied by Slomczynski and Zastawniak (Ann. Prob 32 (2004) 2261-2285, arXiv:…
math.PR2004★ 10 cited
Utility maximizing entropy and the second law of thermodynamics
Wojciech Slomczynski, Tomasz Zastawniak
Expected utility maximization problems in mathematical finance lead to a generalization of the classical definition of entropy. It is demonstrated that a necessary and sufficient c…