Surprise Maximization: A Dynamic Programming Approach
Optimization and Control
2021-01-01 v1
Abstract
Borwein et al. (2000) solved a surprise maximization problem by applying results from convex analysis and mathematical programming. Although, their proof is elegant, it requires advanced knowledge from both areas to understand it. Here, we provide another approach to derive an optimal solution of the problem by utilizing dynamic programming.
Cite
@article{arxiv.2012.14933,
title = {Surprise Maximization: A Dynamic Programming Approach},
author = {Ali Eshragh},
journal= {arXiv preprint arXiv:2012.14933},
year = {2021}
}