Consider the set of source distributions within a fixed maximum relative entropy with respect to a given nominal distribution. Lossless source coding over this relative entropy ball can be approached in more than one way. A problem previously considered is finding a minimax average length source code. The minimizing players are the codeword lengths --- real numbers for arithmetic codes, integers for prefix codes --- while the maximizing players are the uncertain source distributions. Another traditional minimizing objective is the first one considered here, maximum (average) redundancy. This problem reduces to an extension of an exponential Huffman objective treated in the literature but heretofore without direct practical application. In addition to these, this paper examines the related problem of maximal minimax pointwise redundancy and the problem considered by Gawrychowski and Gagie, which, for a sufficiently small relative entropy ball, is equivalent to minimax redundancy. One can consider both Shannon-like coding based on optimal real number (ideal) codeword lengths and a Huffman-like optimal prefix coding.
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