Modeling of the Maximum Entropy Problem as an Optimal Control Problem and its Application to Pdf Estimation of Electricity Price
In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf) estimation. In this paper, to find a closed form sol...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran University of Science and Technology
2013-09-01
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| Series: | Iranian Journal of Electrical and Electronic Engineering |
| Subjects: | |
| Online Access: | http://ijeee.iust.ac.ir/browse.php?a_code=A-10-804-2&slc_lang=en&sid=1 |