Approximation of capacities with additive measures

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
  • Views 80
  • Downloads 0

How To Cite

O. R. Nykyforchyn, I. D. Hlushak (2017). Approximation of capacities with additive measures. Карпатські математичні публікації, 9(1), 92-97. https://europub.co.uk/articles/-A-325093