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Extremum Problems with Total Variation Distance
University of Cyprus. (Electrical and Computer Engineering Department)
University of Cyprus. (Electrical and Computer Engineering Department)
University of Ottawa. (School of Electrical Engineering and Computer Science)
KTH, School of Electrical Engineering (EES), Automatic Control.
2013 (English)In: 2013 IEEE 52nd Annual Conference on Decision and Control (CDC), IEEE conference proceedings, 2013, 1204-1209 p.Conference paper, Published paper (Refereed)
Abstract [en]

The aim of this paper is to investigate extremum problems with pay-off the total variational distance metric subject to linear functional constraints both defined on the space of probability measures, as well as related problems. Utilizing concepts from signed measures, the extremum probability measures of such problems are obtained in closed form, by identifying the partition of the support set and the mass of these extremum measures on the partition. The results are derived for abstract spaces, specifically, complete separable metric spaces, while the high level ideas are also discussed for denumerable spaces endowed with the discrete topology.

Place, publisher, year, edition, pages
IEEE conference proceedings, 2013. 1204-1209 p.
Series
2013 IEEE 52nd Annual Conference on Decision and Control (CDC), ISSN 0743-1546
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-136170DOI: 10.1109/CDC.2013.6760046ISI: 000352223501070Scopus ID: 2-s2.0-84902352581ISBN: 978-1-4673-5714-2 (print)OAI: oai:DiVA.org:kth-136170DiVA: diva2:675502
Conference
2013 IEEE 52nd Annual Conference on Decision and Control (CDC); Firenze, Italy, 10-13 December, 2013
Note

QC 20140317

Available from: 2013-12-04 Created: 2013-12-04 Last updated: 2015-12-08Bibliographically approved

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  • apa
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Output format
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