Open AccessApproximation of capacities with additive measures
Author(s) -
Oleh Nykyforchyn,
I. D. Hlushak
Publication year - 2017
Publication title -
karpatsʹkì matematičnì publìkacìï
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.