Extremum problems with total variation distance
Ημερομηνία
2013ISBN
978-1-4673-5717-3Εκδότης
Institute of Electrical and Electronics Engineers Inc.Source
Proceedings of the IEEE Conference on Decision and ControlProceedings of the IEEE Conference on Decision and Control
Pages
1204-1209Google Scholar check
Keyword(s):
Metadata
Εμφάνιση πλήρους εγγραφήςΕπιτομή
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. © 2013 IEEE.