Browsing by Subject "Total variation"
Now showing items 1-9 of 9
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Article
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
(2017)The aim of this paper is to approximate a Finite-State Markov (FSM) process by another process defined on a lower dimensional state space, called the approximating process, with respect to a total variation distance fidelity ...
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Article
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
(2017)The aim of this paper is to approximate a Finite-State Markov (FSM) process by another process defined on a lower dimensional state space, called the approximating process, with respect to a total variation distance fidelity ...
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Article
Decay of Positive Waves of Hyperbolic Balance Laws
(2012)Historically, decay rates have been used to provide quantitative and qualitative information on the solutions to hyperbolic conservation laws. Quantitative results include the establishment of convergence rates for ...
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Conference Object
Extremum problems with total variation distance
(Institute of Electrical and Electronics Engineers Inc., 2013)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 ...
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Article
Extremum problems with total variation distance and their applications
(2014)The aim of this paper is to investigate extremum problems with pay-off being the total variation distance metric defined on the space of probability measures, subject to linear functional constraints on the space of ...
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Article
A new method for modelling the space variability of significant wave height
(2005)Significant wave height, Hs, is a measure of the variability of the ocean surface and is defined to be four times the standard deviation of the height of the ocean surface. In this paper, we present a methodology for ...
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Article
Optimal control of uncertain stochastic systems subject to total variation distance uncertainty
(2012)This paper is concerned with optimization of uncertain stochastic systems, in which uncertainty is described by a total variation distance constraint between the measures induced by the uncertain systems and the measure ...
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Conference Object
Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty
(2010)This paper presents another application of the results in [1], [2], where existence of the maximizing measure over the total variation distance constraint is established, while the maximizing pay-off is shown to be equivalent ...
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Article
Sharp decay estimates for hyperbolic balance laws
(2009)We consider strictly hyperbolic and genuinely nonlinear systems of hyperbolic balance laws in one-space dimension. Sharp decay estimates are derived for the positive waves in an entropy weak solution. The result is obtained ...