diff --git a/README.md b/README.md index cfdc6b7..3e83a16 100644 --- a/README.md +++ b/README.md @@ -32,11 +32,11 @@ with sequential algorithms by [Vorobets (2021)](https://ssrn.com/abstract=393639 The original Entropy Pooling approach solves the minimum relative entropy problem -$$q=\text{argmin}\lbrace x'\left(\ln x-\ln p\right)\rbrace$$ +$$q=\underset{x}{\text{argmin}}\lbrace x^{T}\left(\ln x-\ln p\right)\rbrace$$ subject to the constraints -$$Ax=b \quad \text{and} \quad Gx\leq h.$$ +$$Gx\leq h \quad \text{and} \quad Ax=b.$$ The constraints matrices $A$ and $G$ contain transformations of the Monte Carlo simulation that allow you to implement subjective views and stress-tests by