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Extremum problems with total variation distance
2013
52nd IEEE Conference on Decision and Control
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
doi:10.1109/cdc.2013.6760046
dblp:conf/cdc/CharalambousTLC13
fatcat:wu5753q6kje4ho7tfdjsf5ddsu