Approximation of capacities with additive measures | Zendy

Oleh Nykyforchyn | Zendy; I.D. Hlushak | Zendy

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Approximation of capacities with additive measures

Author(s) -

Oleh Nykyforchyn,

I.D. Hlushak

Publication year - 2017

Publication title -

carpathian mathematical publications

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.63

H-Index - 4

eISSN - 2313-0210

pISSN - 2075-9827

DOI - 10.15330/cmp.9.1.92-97

Subject(s) - mathematics , measure (data warehouse) , subspace topology , simplex , metric (unit) , metric space , space (punctuation) , simplex algorithm , mathematical optimization , linear programming , discrete mathematics , combinatorics , mathematical analysis , computer science , operations management , database , economics , operating system

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.

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