Food consumption dynamics: a nonparametric approach using maximum entropy estimation
在随机最优控制框架下建模消费者动态选择，利用30年牛奶消费数据，通过最大熵方法估计非平稳转移概率，揭示消费者偏好的变化趋势，为数据有限或问题不适定时的需求分析提供补充。
Abstract We model dynamic consumer choice in a stochastic optimal control framework and show conditions under which observable market share data possess the Markov property. Using 30 years of annual aggregate milk consumption data differentiated by fat content, maximum entropy is used to estimate nonstationary transition probabilities showing how consumer tastes and preferences have changed over time. The maximum entropy approach allows for the estimation of a 4 × 4 transition probability matrix for each year of the sample. Results suggest that skim milk was an absorbing state over most of the sample but that the trend toward skim milk has decelerated and possibly reversed itself since 1998. Our approach provides a useful complement to existing parametric approaches to demand analysis when data are limited or the problem is ill‐posed.