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Game theoretical optimization inspired by information theory
Authors:Flemming Tops?e
Affiliation:(1) Institute of Mathematical Sciences, University of Copenhagen, Universitetsparken 5, 2100 Copenhagen, Denmark
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.
Keywords:Entropy  Redundancy  Divergence  Complexity  Two-person zero-sum games  MaxEnt
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