Extremum Problems With Total Variation Distance and Their Applications

DOI10.1109/TAC.2014.2321951zbMath1360.49015arXiv1301.4763OpenAlexW2135813035MaRDI QIDQ2983022

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

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4763

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Optimality conditions for problems involving randomness (49K45)

Related Items (6)

The average cost of Markov chains subject to total variation distance uncertainty ⋮ Isometries of probability measures with respect to the total variation distance ⋮ Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity ⋮ Dynamic Programming Subject to Total Variation Distance Ambiguity ⋮ Finite-sample analysis of nonlinear stochastic approximation with applications in reinforcement learning ⋮ The pure exploration problem with general reward functions depending on full distributions

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