Entropy as Decisional Reset: An Information-Theoretic Framework for Freedom under Constraints

This paper proposes a formal theoretical framework that interprets individual decision space through Shannon information theory and Jaynes’ maximum entropy principle. We model existential constraints — financial obligations, consolidated identities, social networks, habits — as Lagrange multipliers that compress the probability distribution over available actions, reducing decisional entropy and thus the agent’s effective freedom. The condition of extreme crisis (“hitting bottom”), formally defined as the simultaneous zeroing of all active multipliers, corresponds to the uniform distribution: maximum entropy, maximum informational freedom. We introduce Kullback-Leibler divergence as a measure of wasted freedom relative to the agent’s potential. The framework is presented both as a formal theoretical structure and as a model with empirically testable predictions, for which we propose preliminary experimental protocols. Implications span decision psychology, subjective well-being theory, and behavioral modeling.