Approximation of capacities with additive measures
Journal Title: Карпатські математичні публікації - Year 2017, Vol 9, Issue 1
Abstract
For a space of non-additive regular measures on a~metric compactum with the~Prokhorov-style metric, it is shown that the~problem of approximation of arbitrary measure with an~additive measure on a~fixed finite subspace reduces to linear optimization problem with parameters dependent on the~values of the~measure on a~finite number of sets. An algorithm for such an~approximation, which is more efficient than the~straighforward usage of simplex method, is presented.
Authors and Affiliations
O. R. Nykyforchyn, I. D. Hlushak
Keywords
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- EP ID EP325093
- DOI 10.15330/cmp.9.1.92-97
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