Extremum problems with total variation distance

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

doi:10.1109/CDC.2013.6760046

Extremum problems with total variation distance

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

Ei julkaistu Aalto-yliopiston affiliaatiolla

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussa › Conference article in proceedings › Scientific › vertaisarvioitu

Abstrakti

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.

Alkuperäiskieli	Englanti
Otsikko	2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
Kustantaja	IEEE
Sivut	1204-1209
Sivumäärä	6
ISBN (painettu)	9781467357173
DOI - pysyväislinkit	https://doi.org/10.1109/CDC.2013.6760046
Tila	Julkaistu - 2013
OKM-julkaisutyyppi	A4 Artikkeli konferenssijulkaisussa
Tapahtuma	IEEE Conference on Decision and Control - Florence, Italia Kesto: 10 jouluk. 2013 → 13 jouluk. 2013 Konferenssinumero: 52

Conference

Conference	IEEE Conference on Decision and Control
Lyhennettä	CDC
Maa/Alue	Italia
Kaupunki	Florence
Ajanjakso	10/12/2013 → 13/12/2013

Pääsy asiakirjaan

10.1109/CDC.2013.6760046

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title = "Extremum problems with total variation distance",

abstract = "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.",

author = "Charalambous, \{Charalambos D.\} and Ioannis Tzortzis and Sergey Loyka and Themistoklis Charalambous",

year = "2013",

doi = "10.1109/CDC.2013.6760046",

language = "English",

isbn = "9781467357173",

pages = "1204--1209",

booktitle = "2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013",

publisher = "IEEE",

address = "United States",

note = "IEEE Conference on Decision and Control, CDC ; Conference date: 10-12-2013 Through 13-12-2013",

}

TY - GEN

T1 - Extremum problems with total variation distance

AU - Charalambous, Charalambos D.

AU - Tzortzis, Ioannis

AU - Loyka, Sergey

AU - Charalambous, Themistoklis

N1 - Conference code: 52

PY - 2013

Y1 - 2013

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/84902352581

U2 - 10.1109/CDC.2013.6760046

DO - 10.1109/CDC.2013.6760046

M3 - Conference article in proceedings

AN - SCOPUS:84902352581

SN - 9781467357173

SP - 1204

EP - 1209

BT - 2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013

PB - IEEE

T2 - IEEE Conference on Decision and Control

Y2 - 10 December 2013 through 13 December 2013

ER -

Extremum problems with total variation distance

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