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Kullback-Leibler Simplex

Author

Listed:
  • Kangpenkae, Popon

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.

Suggested Citation

  • Kangpenkae, Popon, 2012. "Kullback-Leibler Simplex," MPRA Paper 39494, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:39494
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    File URL: https://mpra.ub.uni-muenchen.de/39494/1/MPRA_paper_39494.pdf
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    More about this item

    Keywords

    KL divergence; second-order perceptron; informatics agent; simplex projection and fusion; computational economics-game-finance-mechanism;
    All these keywords.

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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