Theory of Cost Measures : Convergence of Decision Variables

Abstract : Considering probability theory in which the semifield of positive real numbers is replaced by the idempotent semifield of real numbers (union infinity) endowed with the min and plus laws leads to a new formalism for optimization. Probability measures correspond to minimums of functions that we call cost measures, whereas random variables correspond to constraints on these optimization problems that we call decision variables. We review in this context basic notions of probability theory -- random variables, convergence of random variables, characteristic functions,, $L^p$ norms. Whenever it is possible, results and definitions are stated in a general idempotent semiring
Keywords :
Type de document :
Rapport
[Research Report] RR-2611, INRIA. 1995
Domaine :

Littérature citée [26 références]

https://hal.inria.fr/inria-00074074
Contributeur : Rapport de Recherche Inria <>
Soumis le : mercredi 24 mai 2006 - 14:26:31
Dernière modification le : vendredi 25 mai 2018 - 12:02:05
Document(s) archivé(s) le : dimanche 4 avril 2010 - 22:11:33

Identifiants

• HAL Id : inria-00074074, version 1

Citation

Marianne Akian. Theory of Cost Measures : Convergence of Decision Variables. [Research Report] RR-2611, INRIA. 1995. 〈inria-00074074〉

Métriques

Consultations de la notice

191

Téléchargements de fichiers