Extremum problems with total variation distance

Charalambos D. Charalambous, Ioannis Tzortzis, Sergey Loyka, Themistoklis Charalambous

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussaConference contributionScientificvertaisarvioitu


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.

Otsikko2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
ISBN (painettu)9781467357173
DOI - pysyväislinkit
TilaJulkaistu - 2013
OKM-julkaisutyyppiA4 Artikkeli konferenssijulkaisuussa
TapahtumaIEEE Conference on Decision and Control - Florence, Italia
Kesto: 10 joulukuuta 201313 joulukuuta 2013
Konferenssinumero: 52


ConferenceIEEE Conference on Decision and Control

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  • Siteeraa tätä

    Charalambous, C. D., Tzortzis, I., Loyka, S., & Charalambous, T. (2013). Extremum problems with total variation distance. teoksessa 2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013 (Sivut 1204-1209). [6760046] IEEE. https://doi.org/10.1109/CDC.2013.6760046