Conceptual definition of entropy
Let me give you a quick answer, focused on ways you can improve and research for a deeper knowledge by yourself.

1 - Kolmogorov and Shannon  Entropies are related to measures of information and strongly related to one another. (See the wikipedia page for Kolmogorov complexity for further info.)

2 - Boltzmann entropy, which is an older concept, is a completely differenty and unrelated concept from the theory of Thermodynamics. (Again, wikiepdia...)

3 - The formal definition of kolomogorov entropy uses the Shannon entropy in the formula.

If you are interested in the information entropy concept, i suggest you read the Book by Cover &amp;Thomas, which has an entire chapter on Kolmogorov Complexity.