Browsing by Subject "Total variation"

Now showing items 1-9 of 9

    • Article  

      Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T.; Hadjicostis, Christoforos N.; Johansson, M. (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 ...
    • Article  

      Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics 

      Tzortzis, I.; Charalambous, C. D.; Charalambous, T.; Hadjicostis, Christoforos N.; Johansson, M. (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 ...
    • Article  

      Decay of Positive Waves of Hyperbolic Balance Laws 

      Christoforou, Cleopatra; Trivisa, K. (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 ...
    • Conference Object  

      Extremum problems with total variation distance 

      Charalambous, Charalambos D.; Tzortzis, I.; Loyka, S.; Charalambous, T. (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 ...
    • Article  

      Extremum problems with total variation distance and their applications 

      Charalambous, Charalambos D.; Tzortzis, I.; Loyka, S.; Charalambous, T. (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 ...
    • Article  

      A new method for modelling the space variability of significant wave height 

      Baxevani, Anastassia; Rychlik, I.; Wilson, R. J. (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 ...
    • Article  

      Optimal control of uncertain stochastic systems subject to total variation distance uncertainty 

      Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (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 ...
    • Conference Object  

      Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty 

      Charalambous, Charalambos D.; Rezaei, F.; Tzortzis, I. (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 ...
    • Article  

      Sharp decay estimates for hyperbolic balance laws 

      Christoforou, Cleopatra; Trivisa, K. (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 ...